+22.6%
MCD vs BUD
+50.1%
-27.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | +16.0% | +6.7% | +9.4% | +14.1% |
| 3M | 0.0% | +5.9% | -5.9% | -1.6% |
| 6M | +0.9% | +5.1% | -4.1% | -0.5% |
| YTD | -8.7% | +32.9% | -41.6% | -15.2% |
| 1Y | -8.6% | +31.8% | -40.4% | -14.9% |
| 3Y | +9.9% | +47.4% | -37.5% | -1.6% |
| 5Y | +22.6% | +50.8% | -28.2% | +6.1% |
| All | +22.6% | +50.1% | -27.5% | +6.1% |
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