-27.1%
BIDU vs M
+158.0%
-185.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.5% |
| 7D | -4.6% | +7.0% | -11.6% | -5.4% |
| 30D | -4.5% | +8.9% | -13.5% | -5.7% |
| 3M | -25.4% | +4.5% | -29.8% | -25.9% |
| 6M | -48.1% | +36.2% | -84.3% | -50.5% |
| YTD | -40.2% | +15.1% | -55.3% | -42.0% |
| 1Y | -35.2% | +27.4% | -62.7% | -38.2% |
| 3Y | -27.1% | +160.1% | -187.3% | -33.1% |
| All | -27.1% | +158.0% | -185.1% | -33.1% |
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 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