+124.3%
MOD vs BUD
+51.6%
+72.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.8% | -9.1% | -6.9% |
| 7D | -34.2% | +7.1% | -41.3% | -33.1% |
| 30D | -51.9% | +12.7% | -64.5% | -50.7% |
| 3M | -53.0% | 0.0% | -53.1% | -52.5% |
| 6M | -66.4% | +7.6% | -73.9% | -65.7% |
| YTD | -31.5% | +35.0% | -66.6% | -27.4% |
| 1Y | -39.6% | +37.6% | -77.1% | -35.6% |
| All | +124.3% | +51.6% | +72.8% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling