-24.7%
MDB vs BUD
+46.3%
-71.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | -17.4% | +0.3% | -17.7% | -17.5% |
| 30D | -2.0% | -5.7% | +3.6% | +0.1% |
| 3M | -3.0% | +3.1% | -6.1% | -4.8% |
| 6M | +48.7% | +7.9% | +40.8% | +41.9% |
| YTD | -12.1% | +27.3% | -39.5% | -22.5% |
| 1Y | +14.5% | +37.8% | -23.3% | -3.3% |
| 3Y | -6.1% | +49.8% | -56.0% | -27.9% |
| All | -24.7% | +46.3% | -71.0% | -45.7% |
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