+539.2%
MAR vs BUD
-4.5%
+543.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.4% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | +16.2% | +7.4% | +8.8% | +11.9% |
| 3M | +23.1% | +4.3% | +18.7% | +19.9% |
| 6M | +22.0% | +5.3% | +16.7% | +18.0% |
| YTD | +39.2% | +33.2% | +5.9% | +18.8% |
| 1Y | +48.3% | +31.8% | +16.5% | +27.2% |
| 3Y | +123.4% | +47.8% | +75.6% | +74.6% |
| 5Y | +185.4% | +50.2% | +135.2% | +116.1% |
| 10Y | +539.2% | -4.8% | +544.0% | +389.7% |
| All | +539.2% | -4.5% | +543.6% | +389.7% |
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