-44.0%
BIDU vs MTCH
-73.3%
+29.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | -8.1% | +1.3% | -9.4% | -8.5% |
| 30D | -12.8% | +15.9% | -28.7% | -18.1% |
| 3M | -21.3% | +23.3% | -44.6% | -28.2% |
| 6M | -27.0% | +40.1% | -67.1% | -36.9% |
| YTD | -30.0% | +33.6% | -63.6% | -38.8% |
| 1Y | -18.3% | +14.1% | -32.3% | -24.0% |
| 3Y | -33.8% | +1.4% | -35.3% | -38.2% |
| All | -44.0% | -73.3% | +29.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling