+906.4%
MOD vs BUD
-9.0%
+915.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.4% |
| 7D | -25.5% | +4.5% | -30.0% | -27.6% |
| 30D | -49.0% | +12.5% | -61.5% | -52.4% |
| 3M | -49.8% | 0.0% | -49.8% | -50.6% |
| 6M | -64.8% | +3.8% | -68.6% | -66.3% |
| YTD | -27.6% | +33.1% | -60.7% | -38.7% |
| 1Y | -35.2% | +35.5% | -70.7% | -45.7% |
| 3Y | +137.1% | +49.4% | +87.7% | +76.4% |
| 5Y | +760.3% | +48.0% | +712.2% | +528.3% |
| All | +906.4% | -9.0% | +915.4% | +649.1% |
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