-50.4%
BIDU vs MTB
+173.8%
-224.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -12.8% | -4.8% | -8.0% | -11.6% |
| 3M | -21.3% | +6.0% | -27.2% | -22.6% |
| 6M | -27.0% | +19.6% | -46.6% | -30.8% |
| YTD | -30.0% | +21.5% | -51.5% | -34.1% |
| 1Y | -18.3% | +24.7% | -43.0% | -23.7% |
| 3Y | -33.8% | +108.6% | -142.4% | -48.3% |
| 5Y | -44.3% | +106.7% | -151.0% | -56.4% |
| All | -50.4% | +173.8% | -224.2% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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