+167.0%
MPC vs BUD
+51.6%
+115.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.8% | -5.7% | -3.9% |
| 7D | -12.8% | +7.1% | -19.9% | -12.7% |
| 30D | -12.7% | +12.7% | -25.4% | -12.7% |
| 3M | +27.1% | 0.0% | +27.0% | +27.2% |
| 6M | +45.8% | +7.6% | +38.2% | +45.8% |
| YTD | +134.7% | +35.0% | +99.7% | +130.7% |
| 1Y | +106.0% | +37.6% | +68.5% | +102.2% |
| All | +167.0% | +51.6% | +115.5% | +145.4% |
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