-50.8%
BIDU vs M
-10.0%
-40.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.8% |
| 7D | -5.2% | -8.8% | +3.5% | -3.7% |
| 30D | -14.5% | -16.4% | +1.9% | -11.9% |
| 3M | -22.9% | -10.8% | -12.1% | -21.8% |
| 6M | -27.8% | +16.1% | -43.9% | -30.2% |
| YTD | -30.7% | -5.3% | -25.4% | -30.9% |
| 1Y | -15.8% | +24.9% | -40.7% | -20.3% |
| 3Y | -33.2% | +97.5% | -130.8% | -44.0% |
| 5Y | -44.8% | +20.4% | -65.2% | -50.6% |
| All | -50.8% | -10.0% | -40.8% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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