-0.3%
MDT vs BUD
+49.9%
-50.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | -3.2% | +0.5% | -3.7% | -3.4% |
| 30D | +10.5% | +7.4% | +3.1% | +8.2% |
| 3M | +13.0% | +4.3% | +8.7% | +11.5% |
| 6M | +38.7% | +5.3% | +33.4% | +36.1% |
| YTD | +8.5% | +33.2% | -24.8% | -1.1% |
| 1Y | +10.0% | +31.8% | -21.7% | +0.6% |
| 3Y | +58.6% | +47.8% | +10.8% | +37.6% |
| 5Y | -0.3% | +50.2% | -50.5% | -16.4% |
| All | -0.3% | +49.9% | -50.2% | -16.4% |
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