-50.4%
BIDU vs MKTX
+5.0%
-55.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -8.1% | -0.2% | -7.9% | -8.1% |
| 30D | -12.8% | +0.7% | -13.5% | -13.0% |
| 3M | -21.3% | +40.8% | -62.1% | -28.1% |
| 6M | -27.0% | -8.0% | -19.0% | -26.2% |
| YTD | -30.0% | -8.7% | -21.3% | -29.4% |
| 1Y | -18.3% | -11.8% | -6.4% | -17.0% |
| 3Y | -33.8% | -24.0% | -9.8% | -32.4% |
| 5Y | -44.3% | -60.3% | +16.0% | -34.1% |
| All | -50.4% | +5.0% | -55.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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