+655.3%
BIDU vs MTB
+310.1%
+345.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.7% |
| 7D | -2.4% | +2.8% | -5.2% | -3.4% |
| 30D | -15.6% | -4.2% | -11.5% | -14.3% |
| 3M | -22.3% | +7.8% | -30.1% | -24.6% |
| 6M | -22.3% | +14.8% | -37.1% | -26.6% |
| YTD | -29.2% | +20.8% | -49.9% | -34.5% |
| 1Y | -14.8% | +23.1% | -37.9% | -22.0% |
| 3Y | -31.8% | +114.8% | -146.6% | -51.3% |
| 5Y | -43.1% | +103.3% | -146.4% | -59.5% |
| 10Y | -50.6% | +173.0% | -223.6% | -72.2% |
| All | +655.3% | +310.1% | +345.2% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling