+639.3%
BIDU vs MTCH
+538.2%
+101.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -5.2% | -1.4% | -3.8% | -4.7% |
| 30D | -14.5% | +13.6% | -28.1% | -18.6% |
| 3M | -22.9% | +22.4% | -45.3% | -28.8% |
| 6M | -27.8% | +37.2% | -65.0% | -36.1% |
| YTD | -30.7% | +31.8% | -62.5% | -38.2% |
| 1Y | -15.8% | +12.9% | -28.7% | -20.9% |
| 3Y | -33.2% | -1.1% | -32.1% | -37.2% |
| 5Y | -44.8% | -73.5% | +28.7% | -19.9% |
| 10Y | -50.3% | +200.7% | -250.9% | -76.3% |
| All | +639.3% | +538.2% | +101.1% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling