+67.5%
MA vs BIDU
-44.5%
+112.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.5% | -0.6% |
| 7D | -1.8% | -2.4% | +0.7% | -1.5% |
| 30D | +1.4% | -15.6% | +17.1% | +3.2% |
| 3M | +17.7% | -22.3% | +40.0% | +20.8% |
| 6M | +9.7% | -22.3% | +31.9% | +11.7% |
| YTD | +0.5% | -29.2% | +29.7% | +3.1% |
| 1Y | -2.1% | -14.8% | +12.7% | -2.7% |
| 3Y | +40.1% | -31.8% | +71.9% | +41.2% |
| 5Y | +67.5% | -43.1% | +110.6% | +67.8% |
| All | +67.5% | -44.5% | +112.0% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling