+1,521.7%
MCD vs BIDU
+1,127.7%
+393.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +5.9% | +5.4% | +0.6% | +5.5% |
| 30D | +19.6% | -5.0% | +24.7% | +20.2% |
| 3M | +3.3% | -26.1% | +29.4% | +5.9% |
| 6M | +3.5% | -42.6% | +46.0% | +8.2% |
| YTD | -6.1% | -38.0% | +31.9% | -2.9% |
| 1Y | -3.7% | -35.7% | +32.0% | -1.0% |
| 3Y | +13.4% | -22.9% | +36.3% | +12.5% |
| 5Y | +25.2% | -49.9% | +75.0% | +25.2% |
| 10Y | +211.3% | -52.0% | +263.2% | +198.1% |
| All | +1,521.7% | +1,127.7% | +393.9% | +1,004.9% |
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