+886.3%
MOD vs BUD
-4.3%
+890.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.4% |
| 7D | -17.8% | +6.0% | -23.9% | -20.4% |
| 30D | -43.2% | +11.3% | -54.5% | -46.7% |
| 3M | -46.0% | +3.6% | -49.6% | -47.7% |
| 6M | -62.2% | +7.7% | -70.0% | -64.5% |
| YTD | -22.8% | +36.4% | -59.2% | -35.4% |
| 1Y | -35.5% | +37.8% | -73.3% | -46.4% |
| 3Y | +128.2% | +51.2% | +77.0% | +68.6% |
| 5Y | +791.6% | +53.4% | +738.2% | +537.2% |
| 10Y | +886.3% | -3.2% | +889.5% | +651.1% |
| All | +886.3% | -4.3% | +890.6% | +651.1% |
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 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