+101.7%
MPC vs BUD
+38.6%
+63.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | +0.1% |
| 7D | -8.8% | +6.0% | -14.9% | -7.8% |
| 30D | -14.4% | +11.3% | -25.7% | -12.8% |
| 3M | +21.9% | +3.6% | +18.4% | +22.7% |
| 6M | +60.1% | +7.7% | +52.4% | +62.6% |
| YTD | +142.3% | +36.4% | +105.9% | +133.6% |
| 1Y | +101.7% | +37.8% | +63.8% | +95.3% |
| All | +101.7% | +38.6% | +63.1% | +95.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling