+170.5%
MDY vs BUD
-22.8%
+193.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.5% | -3.2% | +0.7% | -1.3% |
| 30D | -5.0% | -3.7% | -1.4% | -3.8% |
| 3M | +0.5% | -4.4% | +4.9% | +1.9% |
| 6M | +8.0% | +7.7% | +0.3% | +4.2% |
| YTD | +12.2% | +23.1% | -10.9% | +2.4% |
| 1Y | +14.0% | +33.6% | -19.6% | +0.6% |
| 3Y | +48.2% | +44.7% | +3.5% | +23.6% |
| 5Y | +46.1% | +44.9% | +1.1% | +19.4% |
| All | +170.5% | -22.8% | +193.3% | +136.1% |
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