-44.0%
BIDU vs MKTX
-60.5%
+16.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.5% |
| 6M | -27.0% | -8.0% | -19.0% | -25.4% |
| YTD | -30.0% | -8.7% | -21.3% | -28.7% |
| 1Y | -18.3% | -11.8% | -6.4% | -16.0% |
| 3Y | -33.8% | -24.0% | -9.8% | -32.7% |
| All | -44.0% | -60.5% | +16.5% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling