+3.0%
MCHP vs BIDU
-44.1%
+47.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | 0.0% | -8.1% | +8.2% | +2.3% |
| 30D | -6.0% | -12.8% | +6.8% | -2.7% |
| 3M | -19.7% | -21.3% | +1.6% | -14.6% |
| 6M | +14.0% | -27.0% | +41.0% | +23.0% |
| YTD | +18.4% | -30.0% | +48.5% | +28.1% |
| 1Y | +17.1% | -18.3% | +35.4% | +20.0% |
| 3Y | +0.7% | -33.8% | +34.5% | +5.0% |
| All | +3.0% | -44.1% | +47.1% | +5.7% |
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