+67.0%
MAR vs BIDU
-33.9%
+100.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.5% | -2.4% | +2.0% | -0.3% |
| 30D | -4.7% | -16.0% | +11.3% | -3.3% |
| 3M | -15.6% | -24.0% | +8.4% | -13.7% |
| 6M | +1.2% | -24.9% | +26.1% | +3.1% |
| YTD | +7.5% | -29.6% | +37.1% | +9.9% |
| 1Y | +26.6% | -15.2% | +41.8% | +25.7% |
| All | +67.0% | -33.9% | +100.9% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling