+47.2%
MDY vs BUD
+45.2%
+2.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +1.0% | +0.8% | +0.3% | +0.8% |
| 30D | -3.1% | -4.8% | +1.7% | -1.7% |
| 3M | +1.8% | +1.4% | +0.5% | +1.1% |
| 6M | +10.8% | +9.9% | +0.9% | +6.7% |
| YTD | +14.4% | +26.3% | -11.9% | +4.8% |
| 1Y | +15.2% | +36.1% | -20.9% | +2.7% |
| 3Y | +51.2% | +48.6% | +2.6% | +27.1% |
| 5Y | +47.2% | +45.0% | +2.2% | +21.5% |
| All | +47.2% | +45.2% | +2.1% | +21.5% |
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 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