+1,530.3%
MOD vs BUD
+46.3%
+1,484.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +9.6% | +0.3% | +9.3% | +9.5% |
| 30D | 0.0% | -5.7% | +5.7% | +1.4% |
| 3M | -35.4% | +3.1% | -38.5% | -36.3% |
| 6M | -7.3% | +7.9% | -15.1% | -10.0% |
| YTD | +45.8% | +27.3% | +18.5% | +35.9% |
| 1Y | +43.1% | +37.8% | +5.3% | +30.5% |
| 3Y | +297.7% | +49.8% | +247.8% | +227.7% |
| All | +1,530.3% | +46.3% | +1,484.0% | +1,224.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling