+162.4%
MAR vs BUD
+46.3%
+116.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.2% | +0.3% | -4.4% | -4.2% |
| 30D | -6.7% | -5.7% | -1.0% | -4.7% |
| 3M | -12.5% | +3.1% | -15.6% | -13.6% |
| 6M | +0.6% | +7.9% | -7.3% | -2.6% |
| YTD | +9.1% | +27.3% | -18.2% | -1.0% |
| 1Y | +26.2% | +37.8% | -11.6% | +11.0% |
| 3Y | +68.2% | +49.8% | +18.3% | +38.3% |
| All | +162.4% | +46.3% | +116.1% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling