+692.2%
MDY vs BUD
+215.1%
+477.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.7% |
| 7D | +0.2% | +0.5% | -0.3% | -0.1% |
| 30D | +2.1% | +7.4% | -5.2% | -1.1% |
| 3M | -3.6% | +4.3% | -7.9% | -5.7% |
| 6M | +1.7% | +5.3% | -3.6% | -1.3% |
| YTD | +13.8% | +33.2% | -19.4% | -0.5% |
| 1Y | +15.5% | +31.8% | -16.2% | +1.4% |
| 3Y | +58.3% | +47.8% | +10.5% | +29.3% |
| 5Y | +37.4% | +50.2% | -12.7% | +9.4% |
| 10Y | +171.0% | -4.8% | +175.8% | +141.3% |
| All | +692.2% | +215.1% | +477.1% | +276.1% |
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 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