+441.9%
MAR vs BUD
-24.2%
+466.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.9% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | -4.7% | -6.1% | +1.5% | -1.7% |
| 3M | -15.6% | -3.8% | -11.9% | -14.2% |
| 6M | +1.2% | +8.2% | -7.0% | -3.2% |
| YTD | +7.5% | +23.6% | -16.1% | -4.3% |
| 1Y | +26.6% | +33.4% | -6.8% | +8.3% |
| 3Y | +66.0% | +45.3% | +20.6% | +30.8% |
| 5Y | +154.1% | +44.3% | +109.8% | +96.0% |
| 10Y | +441.9% | -22.8% | +464.6% | +331.8% |
| All | +441.9% | -24.2% | +466.0% | +331.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling