+313.3%
MDT vs BUD
+201.1%
+112.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +9.5% | -5.7% | +15.2% | +11.7% |
| 3M | +16.0% | +3.1% | +12.9% | +14.5% |
| 6M | +0.2% | +7.9% | -7.7% | -3.0% |
| YTD | -0.3% | +27.3% | -27.6% | -9.1% |
| 1Y | +4.7% | +37.8% | -33.1% | -7.4% |
| 3Y | +26.5% | +49.8% | -23.3% | +6.6% |
| 5Y | -18.2% | +43.8% | -62.0% | -31.4% |
| 10Y | +40.0% | -22.6% | +62.7% | +37.4% |
| All | +313.3% | +201.1% | +112.2% | +143.7% |
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