-34.4%
BIDU vs MTB
+113.5%
-147.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -5.2% | -0.4% | -4.8% | -5.2% |
| 30D | -14.5% | -4.6% | -9.9% | -13.9% |
| 3M | -22.9% | +7.4% | -30.3% | -23.8% |
| 6M | -27.8% | +18.7% | -46.5% | -29.9% |
| YTD | -30.7% | +21.1% | -51.7% | -33.0% |
| 1Y | -15.8% | +24.1% | -39.9% | -19.0% |
| All | -34.4% | +113.5% | -147.9% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling