Great! 120k rows in 10 seconds on MySQL on Linux and 17 seconds on MS Access
(there's no 'day' parameter mysql's DATEDIFF - when i cracked that it worked!)

select brand,
       id,
       date,
       datediff( date, (select max(T2.date)
                 from test as T2
                where T1.brand = T2.brand
                    and T2.date < T1.date) )
from test as T1
order by brand, id
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Your solution is vastly superior (simpler/faster) to the one in MYSQL cookbook or any SQL forum/discussion I have seen!
Thanks that's great!