+1,228.7%
MO vs BUD
+222.5%
+1,006.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -0.8% | +6.0% | -6.8% | -2.3% |
| 30D | +6.5% | +11.3% | -4.8% | +3.4% |
| 3M | +18.3% | +3.6% | +14.8% | +17.1% |
| 6M | +15.6% | +7.7% | +7.8% | +13.0% |
| YTD | +38.8% | +36.4% | +2.4% | +27.1% |
| 1Y | +41.6% | +37.8% | +3.8% | +29.3% |
| 3Y | +138.2% | +51.2% | +87.0% | +109.2% |
| 5Y | +150.5% | +53.4% | +97.1% | +115.5% |
| 10Y | +146.1% | -3.2% | +149.3% | +131.3% |
| All | +1,228.7% | +222.5% | +1,006.2% | +841.8% |
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