-44.0%
BIDU vs MDY
+46.3%
-90.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.1% |
| 7D | -8.1% | -1.9% | -6.3% | -6.3% |
| 30D | -12.8% | -4.6% | -8.2% | -8.4% |
| 3M | -21.3% | -1.2% | -20.1% | -20.3% |
| 6M | -27.0% | +9.2% | -36.2% | -32.9% |
| YTD | -30.0% | +13.1% | -43.1% | -37.8% |
| 1Y | -18.3% | +13.0% | -31.3% | -27.3% |
| 3Y | -33.8% | +49.2% | -83.1% | -57.9% |
| All | -44.0% | +46.3% | -90.3% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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