+1,678.0%
MOD vs BUD
+219.3%
+1,458.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.8% | -9.1% | -8.3% |
| 7D | -34.2% | +7.1% | -41.3% | -37.2% |
| 30D | -51.9% | +12.7% | -64.5% | -55.7% |
| 3M | -53.0% | 0.0% | -53.1% | -53.9% |
| 6M | -66.4% | +7.6% | -73.9% | -68.7% |
| YTD | -31.5% | +35.0% | -66.6% | -44.2% |
| 1Y | -39.6% | +37.6% | -77.1% | -51.4% |
| 3Y | +116.8% | +51.5% | +65.3% | +52.4% |
| 5Y | +713.8% | +50.2% | +663.6% | +462.4% |
| 10Y | +882.7% | -7.2% | +889.9% | +750.6% |
| All | +1,678.0% | +219.3% | +1,458.7% | +385.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling