-31.8%
BIDU vs M
+120.4%
-152.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.6% | -4.4% | -6.6% |
| 7D | -2.4% | +2.4% | -4.8% | -2.7% |
| 30D | -15.6% | -11.6% | -4.0% | -14.4% |
| 3M | -22.3% | +1.6% | -23.9% | -22.8% |
| 6M | -22.3% | +25.2% | -47.5% | -25.1% |
| YTD | -29.2% | +3.8% | -32.9% | -30.2% |
| 1Y | -14.8% | +36.3% | -51.2% | -19.7% |
| 3Y | -31.8% | +116.3% | -148.1% | -41.0% |
| All | -31.8% | +120.4% | -152.2% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling