+32.3%
OMC vs BUD
-24.2%
+56.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.6% |
| 7D | -4.2% | -1.3% | -2.9% | -3.7% |
| 30D | -7.5% | -6.1% | -1.4% | -5.2% |
| 3M | +4.6% | -3.8% | +8.4% | +6.0% |
| 6M | -4.8% | +8.2% | -13.0% | -8.2% |
| YTD | -1.0% | +23.6% | -24.6% | -9.8% |
| 1Y | +3.8% | +33.4% | -29.6% | -8.2% |
| 3Y | +10.2% | +45.3% | -35.1% | -8.0% |
| 5Y | +29.7% | +44.3% | -14.6% | +6.4% |
| 10Y | +32.3% | -22.8% | +55.1% | +15.0% |
| All | +32.3% | -24.2% | +56.5% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling