+153.1%
MAR vs BIDU
-45.6%
+198.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.5% |
| 7D | -2.1% | -5.2% | +3.1% | -1.4% |
| 30D | -5.7% | -14.5% | +8.8% | -3.8% |
| 3M | -14.6% | -22.9% | +8.3% | -11.9% |
| 6M | +1.3% | -27.8% | +29.2% | +5.0% |
| YTD | +6.7% | -30.7% | +37.4% | +10.7% |
| 1Y | +26.4% | -15.8% | +42.3% | +26.2% |
| 3Y | +64.7% | -33.2% | +98.0% | +67.0% |
| 5Y | +153.1% | -44.8% | +197.9% | +150.0% |
| All | +153.1% | -45.6% | +198.7% | +150.0% |
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