-7.8%
MP vs BUD
+50.9%
-58.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.8% | -7.9% | -6.9% |
| 7D | -19.0% | +7.1% | -26.1% | -21.8% |
| 30D | -30.5% | +12.7% | -43.1% | -34.7% |
| 3M | -29.6% | 0.0% | -29.6% | -30.0% |
| 6M | -50.4% | +7.6% | -58.0% | -53.0% |
| YTD | -33.2% | +35.0% | -68.2% | -44.3% |
| 1Y | -38.6% | +37.6% | -76.1% | -49.6% |
| 3Y | +105.5% | +51.5% | +54.0% | +53.0% |
| 5Y | -7.8% | +50.2% | -58.1% | -31.9% |
| All | -7.8% | +50.9% | -58.7% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling