+27.5%
MDT vs BUD
+48.7%
-21.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | +6.0% | -4.8% | +10.8% | +7.2% |
| 3M | +15.5% | +1.4% | +14.2% | +15.0% |
| 6M | +3.4% | +9.9% | -6.5% | +0.5% |
| YTD | -2.2% | +26.3% | -28.5% | -8.2% |
| 1Y | +2.6% | +36.1% | -33.6% | -5.7% |
| 3Y | +27.5% | +48.6% | -21.1% | +13.3% |
| All | +27.5% | +48.7% | -21.1% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling