+1,497.9%
META vs BUD
+69.0%
+1,428.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -4.5% |
| 7D | -3.1% | +7.1% | -10.3% | -5.3% |
| 30D | -18.1% | +12.7% | -30.8% | -21.4% |
| 3M | +2.9% | 0.0% | +2.8% | +2.4% |
| 6M | +0.2% | +7.6% | -7.4% | -3.0% |
| YTD | -8.1% | +35.0% | -43.1% | -18.0% |
| 1Y | -4.5% | +37.6% | -42.1% | -15.4% |
| 3Y | +94.2% | +51.5% | +42.6% | +61.8% |
| 5Y | +79.1% | +50.2% | +28.8% | +48.5% |
| 10Y | +405.9% | -7.2% | +413.1% | +374.8% |
| All | +1,497.9% | +69.0% | +1,428.9% | +1,170.6% |
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