-16.8%
MCD vs BIDU
-15.6%
-1.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -2.9% | -2.4% | -0.4% | -3.0% |
| 30D | -6.7% | -16.0% | +9.2% | -7.3% |
| 3M | -9.6% | -24.0% | +14.5% | -10.5% |
| 6M | -22.3% | -24.9% | +2.6% | -23.1% |
| YTD | -15.4% | -29.6% | +14.1% | -16.7% |
| 1Y | -16.8% | -15.2% | -1.6% | -18.1% |
| All | -16.8% | -15.6% | -1.2% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling