-35.2%
MOD vs BUD
+36.0%
-71.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +5.6% |
| 7D | -25.5% | +4.5% | -30.0% | -25.6% |
| 30D | -49.0% | +12.5% | -61.5% | -50.1% |
| 3M | -49.8% | 0.0% | -49.8% | -49.1% |
| 6M | -64.8% | +3.8% | -68.6% | -65.2% |
| YTD | -27.6% | +33.1% | -60.7% | -37.6% |
| 1Y | -35.2% | +35.5% | -70.7% | -45.9% |
| All | -35.2% | +36.0% | -71.2% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling