+509.0%
MMM vs BUD
+214.2%
+294.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.8% | -1.6% | +0.8% | -0.2% |
| 30D | +14.4% | +6.7% | +7.8% | +11.7% |
| 3M | +1.8% | +5.9% | -4.1% | -0.5% |
| 6M | +31.3% | +5.1% | +26.2% | +28.4% |
| YTD | +18.0% | +32.9% | -14.9% | +5.7% |
| 1Y | +10.9% | +31.8% | -21.0% | -0.4% |
| 3Y | +160.6% | +47.4% | +113.2% | +120.7% |
| 5Y | +44.5% | +50.8% | -6.3% | +19.5% |
| 10Y | +75.9% | -5.1% | +80.9% | +63.1% |
| All | +509.0% | +214.2% | +294.8% | +215.4% |
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