+15,808.0%
MA vs BIDU
+838.2%
+14,969.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -0.8% | -0.9% | -1.6% |
| 30D | +11.0% | -5.4% | +16.4% | +12.4% |
| 3M | +17.9% | -24.7% | +42.6% | +25.2% |
| 6M | +33.2% | -45.3% | +78.4% | +51.2% |
| YTD | +16.5% | -39.0% | +55.4% | +26.9% |
| 1Y | +19.1% | -39.6% | +58.6% | +29.5% |
| 3Y | +70.6% | -24.7% | +95.3% | +67.2% |
| 5Y | +92.1% | -52.3% | +144.4% | +95.5% |
| 10Y | +569.6% | -51.1% | +620.6% | +508.1% |
| All | +15,808.0% | +838.2% | +14,969.7% | +5,909.4% |
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