+287.6%
MP vs BUD
+80.8%
+206.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | +9.5% | +1.0% | +8.4% | +9.0% |
| 30D | -3.0% | +6.7% | -9.7% | -6.0% |
| 3M | -30.4% | +5.7% | -36.1% | -32.4% |
| 6M | -39.2% | +5.8% | -45.0% | -41.6% |
| YTD | -23.3% | +34.4% | -57.7% | -34.3% |
| 1Y | -32.6% | +33.3% | -65.9% | -42.3% |
| 3Y | +159.3% | +48.8% | +110.5% | +105.4% |
| 5Y | -16.4% | +52.5% | -69.0% | -35.5% |
| All | +287.6% | +80.8% | +206.8% | +186.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling