+1,917.6%
MAR vs BUD
+201.1%
+1,716.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | -4.2% | +0.3% | -4.4% | -4.3% |
| 30D | -6.7% | -5.7% | -1.0% | -3.9% |
| 3M | -12.5% | +3.1% | -15.6% | -14.1% |
| 6M | +0.6% | +7.9% | -7.3% | -3.9% |
| YTD | +9.1% | +27.3% | -18.2% | -4.9% |
| 1Y | +26.2% | +37.8% | -11.6% | +5.3% |
| 3Y | +68.2% | +49.8% | +18.3% | +29.2% |
| 5Y | +163.9% | +43.8% | +120.1% | +102.4% |
| 10Y | +420.6% | -22.6% | +443.2% | +407.4% |
| All | +1,917.6% | +201.1% | +1,716.5% | +681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling