+3,687.2%
MOD vs BUD
+201.1%
+3,486.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +9.6% | +0.3% | +9.3% | +9.4% |
| 30D | 0.0% | -5.7% | +5.7% | +3.1% |
| 3M | -35.4% | +3.1% | -38.5% | -37.3% |
| 6M | -7.3% | +7.9% | -15.1% | -12.5% |
| YTD | +45.8% | +27.3% | +18.5% | +25.0% |
| 1Y | +43.1% | +37.8% | +5.3% | +16.3% |
| 3Y | +297.7% | +49.8% | +247.8% | +184.1% |
| 5Y | +1,478.8% | +43.8% | +1,434.9% | +1,029.8% |
| 10Y | +1,633.4% | -22.6% | +1,656.0% | +1,623.9% |
| All | +3,687.2% | +201.1% | +3,486.1% | +987.1% |
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