+433.8%
MAR vs BIDU
-48.7%
+482.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -0.5% | -8.1% | +7.6% | +1.1% |
| 30D | -5.4% | -12.8% | +7.4% | -3.1% |
| 3M | -15.5% | -21.3% | +5.8% | -12.0% |
| 6M | +3.0% | -27.0% | +29.9% | +8.0% |
| YTD | +8.5% | -30.0% | +38.6% | +14.1% |
| 1Y | +26.0% | -18.3% | +44.2% | +26.6% |
| 3Y | +68.6% | -33.8% | +102.4% | +72.2% |
| 5Y | +157.4% | -44.3% | +201.7% | +156.6% |
| All | +433.8% | -48.7% | +482.5% | +362.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling