+701.8%
MDY vs BUD
+201.1%
+500.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.1% | +0.3% | -0.1% | 0.0% |
| 30D | -1.5% | -5.7% | +4.2% | +0.8% |
| 3M | +0.8% | +3.1% | -2.4% | -0.9% |
| 6M | +7.4% | +7.9% | -0.5% | +3.3% |
| YTD | +15.2% | +27.3% | -12.1% | +3.1% |
| 1Y | +16.5% | +37.8% | -21.3% | +0.6% |
| 3Y | +46.8% | +49.8% | -3.1% | +19.3% |
| 5Y | +46.0% | +43.8% | +2.2% | +18.4% |
| 10Y | +172.1% | -22.6% | +194.7% | +166.7% |
| All | +701.8% | +201.1% | +500.7% | +289.4% |
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 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