+120.7%
MAR vs BUD
+48.5%
+72.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.2% |
| 7D | +0.2% | +1.3% | -1.1% | -0.2% |
| 30D | +14.0% | +10.0% | +4.0% | +11.1% |
| 3M | +18.1% | +1.6% | +16.5% | +17.4% |
| 6M | +18.6% | +6.5% | +12.1% | +16.5% |
| YTD | +35.3% | +34.8% | +0.4% | +25.3% |
| 1Y | +44.5% | +36.5% | +8.0% | +33.4% |
| 3Y | +120.7% | +49.0% | +71.8% | +94.0% |
| All | +120.7% | +48.5% | +72.2% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling