+193.4%
MCD vs BUD
-2.1%
+195.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | -1.6% | +1.0% | -2.7% | -1.9% |
| 30D | +14.1% | +6.7% | +7.4% | +12.0% |
| 3M | +0.6% | +5.7% | -5.1% | -1.1% |
| 6M | 0.0% | +5.8% | -5.8% | -1.8% |
| YTD | -9.3% | +34.4% | -43.7% | -17.0% |
| 1Y | -9.3% | +33.3% | -42.6% | -16.9% |
| 3Y | +8.6% | +48.8% | -40.2% | -4.9% |
| 5Y | +21.9% | +52.5% | -30.6% | +4.1% |
| All | +193.4% | -2.1% | +195.5% | +152.8% |
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