+1,534.8%
MAR vs BIDU
+1,083.9%
+450.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | +1.6% | -4.6% | +6.2% | +2.7% |
| 30D | +13.8% | -4.5% | +18.4% | +14.9% |
| 3M | +20.3% | -25.4% | +45.6% | +27.8% |
| 6M | +21.3% | -48.1% | +69.4% | +38.9% |
| YTD | +37.2% | -40.2% | +77.4% | +50.3% |
| 1Y | +48.4% | -35.2% | +83.7% | +59.0% |
| 3Y | +120.1% | -27.1% | +147.2% | +119.4% |
| 5Y | +182.1% | -54.2% | +236.3% | +192.8% |
| 10Y | +530.2% | -52.0% | +582.3% | +492.3% |
| All | +1,534.8% | +1,083.9% | +450.9% | +691.3% |
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