+1,170.3%
MAR vs BIDU
+1,302.3%
-132.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | -0.7% |
| 7D | -1.7% | -2.4% | +0.7% | -1.2% |
| 30D | -6.9% | -15.6% | +8.7% | -3.6% |
| 3M | -15.8% | -22.3% | +6.5% | -11.6% |
| 6M | +1.9% | -22.3% | +24.2% | +6.1% |
| YTD | +6.6% | -29.2% | +35.8% | +12.6% |
| 1Y | +23.7% | -14.8% | +38.5% | +23.5% |
| 3Y | +64.6% | -31.8% | +96.4% | +67.1% |
| 5Y | +156.4% | -43.1% | +199.5% | +152.3% |
| 10Y | +415.4% | -50.6% | +466.0% | +382.9% |
| All | +1,170.3% | +1,302.3% | -132.0% | +492.8% |
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