-17.3%
MCD vs BUD
+36.8%
-54.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -6.0% | -5.7% | -0.3% | -4.5% |
| 3M | -5.6% | +3.1% | -8.7% | -6.5% |
| 6M | -21.9% | +7.9% | -29.7% | -23.8% |
| YTD | -14.7% | +27.3% | -42.0% | -20.4% |
| 1Y | -17.3% | +37.8% | -55.1% | -24.0% |
| All | -17.3% | +36.8% | -54.1% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling