-1.6%
MA vs BIDU
-15.1%
+13.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.5% | -1.5% |
| 7D | -1.8% | -2.4% | +0.7% | -1.8% |
| 30D | +1.4% | -15.6% | +17.1% | +1.4% |
| 3M | +17.7% | -22.3% | +40.0% | +17.6% |
| 6M | +9.7% | -22.3% | +31.9% | +8.8% |
| YTD | +0.5% | -29.2% | +29.7% | -0.3% |
| All | -1.6% | -15.1% | +13.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling