-44.8%
BIDU vs MTB
+101.1%
-145.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -5.2% | -0.4% | -4.8% | -5.1% |
| 30D | -14.5% | -4.6% | -9.9% | -13.3% |
| 3M | -22.9% | +7.4% | -30.3% | -24.7% |
| 6M | -27.8% | +18.7% | -46.5% | -31.8% |
| YTD | -30.7% | +21.1% | -51.7% | -35.1% |
| 1Y | -15.8% | +24.1% | -39.9% | -21.9% |
| 3Y | -33.2% | +115.3% | -148.6% | -51.6% |
| 5Y | -44.8% | +106.0% | -150.8% | -57.9% |
| All | -44.8% | +101.1% | -145.9% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling