-50.4%
BIDU vs MTCH
+208.0%
-258.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | -8.1% | +1.3% | -9.4% | -8.4% |
| 30D | -12.8% | +15.9% | -28.7% | -17.0% |
| 3M | -21.3% | +23.3% | -44.6% | -26.7% |
| 6M | -27.0% | +40.1% | -67.1% | -34.7% |
| YTD | -30.0% | +33.6% | -63.6% | -36.9% |
| 1Y | -18.3% | +14.1% | -32.3% | -22.7% |
| 3Y | -33.8% | +1.4% | -35.3% | -37.6% |
| 5Y | -44.3% | -73.1% | +28.8% | -25.7% |
| All | -50.4% | +208.0% | -258.4% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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