-24.0%
MKTX vs BUD
+43.8%
-67.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.2% | -3.2% | +3.1% | +0.7% |
| 30D | +0.8% | -3.7% | +4.5% | +1.8% |
| 3M | +41.1% | -4.4% | +45.6% | +42.9% |
| 6M | -9.5% | +7.7% | -17.3% | -11.6% |
| YTD | -8.7% | +23.1% | -31.7% | -14.5% |
| 1Y | -10.0% | +33.6% | -43.6% | -18.1% |
| All | -24.0% | +43.8% | -67.8% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling