+15,614.6%
MA vs BIDU
+863.1%
+14,751.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.2% |
| 7D | +2.3% | +7.2% | -4.9% | +0.7% |
| 30D | +14.7% | -4.0% | +18.7% | +15.7% |
| 3M | +13.5% | -25.1% | +38.6% | +20.7% |
| 6M | +33.1% | -41.8% | +74.9% | +48.9% |
| YTD | +15.1% | -37.3% | +52.4% | +24.6% |
| 1Y | +18.7% | -35.6% | +54.3% | +27.1% |
| 3Y | +72.1% | -24.5% | +96.6% | +68.6% |
| 5Y | +92.8% | -48.3% | +141.1% | +92.0% |
| 10Y | +571.6% | -51.2% | +622.8% | +511.3% |
| All | +15,614.6% | +863.1% | +14,751.6% | +5,800.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling