+116.3%
MP vs BUD
+51.6%
+64.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.8% | -7.9% | -6.4% |
| 7D | -19.0% | +7.1% | -26.1% | -20.3% |
| 30D | -30.5% | +12.7% | -43.1% | -32.7% |
| 3M | -29.6% | 0.0% | -29.6% | -29.7% |
| 6M | -50.4% | +7.6% | -58.0% | -51.8% |
| YTD | -33.2% | +35.0% | -68.2% | -39.9% |
| 1Y | -38.6% | +37.6% | -76.1% | -45.2% |
| All | +116.3% | +51.6% | +64.7% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling