-35.5%
MOD vs BUD
+38.6%
-74.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -2.8% |
| 7D | -17.8% | +6.0% | -23.9% | -17.6% |
| 30D | -43.2% | +11.3% | -54.5% | -43.8% |
| 3M | -46.0% | +3.6% | -49.6% | -45.4% |
| 6M | -62.2% | +7.7% | -70.0% | -63.0% |
| YTD | -22.8% | +36.4% | -59.2% | -33.0% |
| 1Y | -35.5% | +37.8% | -73.3% | -45.9% |
| All | -35.5% | +38.6% | -74.1% | -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