+37.0%
MDT vs BUD
-22.3%
+59.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | -3.4% | -2.6% | -0.8% | -2.6% |
| 30D | +0.2% | -1.2% | +1.4% | +0.6% |
| 3M | +14.3% | -4.9% | +19.2% | +16.0% |
| 6M | +4.0% | +9.3% | -5.3% | +0.4% |
| YTD | -3.7% | +24.0% | -27.6% | -10.9% |
| 1Y | -0.4% | +34.5% | -34.9% | -10.5% |
| 3Y | +23.3% | +43.7% | -20.3% | +6.5% |
| 5Y | -18.9% | +46.0% | -64.9% | -31.7% |
| All | +37.0% | -22.3% | +59.3% | +21.8% |
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