-45.2%
MDB vs BUD
+48.8%
-94.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.2% |
| 7D | -11.4% | +4.5% | -15.8% | -13.0% |
| 30D | -13.8% | +12.5% | -26.3% | -18.3% |
| 3M | -15.5% | 0.0% | -15.4% | -16.0% |
| 6M | +17.9% | +3.8% | +14.1% | +14.4% |
| YTD | -25.5% | +33.1% | -58.5% | -36.3% |
| 1Y | -12.1% | +35.5% | -47.6% | -25.8% |
| 3Y | -5.9% | +49.4% | -55.3% | -28.5% |
| All | -45.2% | +48.8% | -94.1% | -61.3% |
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