-66.4%
MOD vs BUD
+8.6%
-74.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.8% | -9.1% | -5.7% |
| 7D | -34.2% | +7.1% | -41.3% | -29.7% |
| 30D | -51.9% | +12.7% | -64.5% | -47.1% |
| 3M | -53.0% | 0.0% | -53.1% | -51.4% |
| 6M | -66.4% | +7.6% | -73.9% | -63.4% |
| All | -66.4% | +8.6% | -74.9% | -63.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling