+601.0%
MPC vs BROS
-43.5%
+644.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.1% | -0.1% |
| 7D | +11.2% | +6.3% | +4.9% | +10.7% |
| 30D | -14.5% | -8.3% | -6.1% | -14.1% |
| 3M | +16.7% | -29.8% | +46.5% | +19.4% |
| 6M | +67.6% | -25.8% | +93.4% | +69.7% |
| YTD | +157.9% | -41.4% | +199.3% | +165.3% |
| 1Y | +116.7% | -35.2% | +151.8% | +120.4% |
| 3Y | +199.8% | +32.8% | +167.0% | +182.1% |
| All | +601.0% | -43.5% | +644.5% | +590.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling