+639.3%
BIDU vs MKTX
+1,756.5%
-1,117.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -5.2% | -0.2% | -5.1% | -5.2% |
| 30D | -14.5% | +0.8% | -15.3% | -14.7% |
| 3M | -22.9% | +41.1% | -64.0% | -30.4% |
| 6M | -27.8% | -9.5% | -18.3% | -27.0% |
| YTD | -30.7% | -8.7% | -22.0% | -30.3% |
| 1Y | -15.8% | -10.0% | -5.8% | -15.4% |
| 3Y | -33.2% | -24.6% | -8.6% | -31.7% |
| 5Y | -44.8% | -60.3% | +15.5% | -33.6% |
| 10Y | -50.3% | +5.0% | -55.3% | -56.3% |
| All | +639.3% | +1,756.5% | -1,117.3% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling