+52.7%
MPC vs BROS
-42.1%
+94.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.2% |
| 7D | -16.2% | -21.2% | +5.0% | -15.8% |
| 30D | -15.7% | -11.6% | -4.2% | -14.9% |
| 3M | +24.9% | -36.7% | +61.6% | +23.6% |
| 6M | +52.7% | -42.8% | +95.5% | +49.8% |
| All | +52.7% | -42.1% | +94.8% | +49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling