+1,895.1%
MKTX vs BUD
+217.8%
+1,677.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | +0.9% | +6.7% | -5.8% | -1.3% |
| 3M | +2.6% | +5.7% | -3.1% | +0.5% |
| 6M | +20.4% | +5.8% | +14.6% | +17.8% |
| YTD | -7.1% | +34.4% | -41.5% | -16.3% |
| 1Y | -2.8% | +33.3% | -36.0% | -12.2% |
| 3Y | -21.7% | +48.8% | -70.6% | -32.6% |
| 5Y | -54.5% | +52.5% | -107.0% | -61.7% |
| 10Y | +13.0% | -4.0% | +16.9% | +5.3% |
| All | +1,895.1% | +217.8% | +1,677.3% | +723.1% |
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