+776.4%
MCHP vs BIDU
+1,302.3%
-525.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.9% | +0.7% |
| 7D | +2.8% | -2.4% | +5.2% | +3.3% |
| 30D | -12.8% | -15.6% | +2.8% | -9.3% |
| 3M | -19.2% | -22.3% | +3.1% | -14.2% |
| 6M | +14.5% | -22.3% | +36.8% | +20.9% |
| YTD | +17.1% | -29.2% | +46.3% | +25.6% |
| 1Y | +15.3% | -14.8% | +30.1% | +17.0% |
| 3Y | +0.5% | -31.8% | +32.2% | +5.1% |
| 5Y | +6.1% | -43.1% | +49.2% | +8.9% |
| 10Y | +192.2% | -50.6% | +242.9% | +195.6% |
| All | +776.4% | +1,302.3% | -525.9% | +402.3% |
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