+534.5%
MPC vs BUD
+48.8%
+485.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.0% |
| 7D | -16.2% | +4.5% | -20.6% | -16.7% |
| 30D | -15.7% | +12.5% | -28.2% | -17.2% |
| 3M | +24.9% | 0.0% | +24.9% | +24.7% |
| 6M | +52.7% | +3.8% | +48.9% | +51.3% |
| YTD | +131.9% | +33.1% | +98.8% | +118.1% |
| 1Y | +96.6% | +35.5% | +61.1% | +84.2% |
| 3Y | +163.8% | +49.4% | +114.4% | +137.4% |
| All | +534.5% | +48.8% | +485.7% | +444.2% |
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