+540.9%
MPC vs BUD
+50.9%
+490.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.8% | -5.7% | -4.1% |
| 7D | -12.8% | +7.1% | -19.9% | -13.6% |
| 30D | -12.7% | +12.7% | -25.4% | -14.3% |
| 3M | +27.1% | 0.0% | +27.0% | +26.9% |
| 6M | +45.8% | +7.6% | +38.2% | +43.7% |
| YTD | +134.7% | +35.0% | +99.7% | +120.3% |
| 1Y | +106.0% | +37.6% | +68.5% | +92.6% |
| 3Y | +165.5% | +51.5% | +114.0% | +138.5% |
| 5Y | +540.9% | +50.2% | +490.7% | +452.7% |
| All | +540.9% | +50.9% | +490.0% | +452.7% |
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