+810.7%
MOD vs BUD
-3.2%
+813.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | +16.1% | -1.6% | +17.7% | +16.9% |
| 30D | -38.5% | +6.7% | -45.2% | -41.1% |
| 3M | -46.8% | +5.9% | -52.7% | -49.1% |
| 6M | -61.6% | +5.1% | -66.7% | -63.5% |
| YTD | -20.5% | +32.9% | -53.4% | -32.8% |
| 1Y | -28.0% | +31.8% | -59.8% | -39.0% |
| 3Y | +134.9% | +47.4% | +87.6% | +75.2% |
| 5Y | +833.2% | +50.8% | +782.3% | +569.0% |
| All | +810.7% | -3.2% | +813.9% | +608.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling