+346.9%
MDT vs BUD
+214.2%
+132.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -3.7% | -1.6% | -2.1% | -3.1% |
| 30D | +8.6% | +6.7% | +1.9% | +6.1% |
| 3M | +12.2% | +5.9% | +6.3% | +9.9% |
| 6M | +33.7% | +5.1% | +28.7% | +31.0% |
| YTD | +7.8% | +32.9% | -25.1% | -3.3% |
| 1Y | +8.9% | +31.8% | -22.9% | -2.1% |
| 3Y | +57.6% | +47.4% | +10.3% | +33.9% |
| 5Y | -0.7% | +50.8% | -51.5% | -17.9% |
| 10Y | +60.3% | -5.1% | +65.3% | +45.6% |
| All | +346.9% | +214.2% | +132.6% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling