+427.0%
MCK vs BIDU
-48.7%
+475.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -2.9% | -8.1% | +5.2% | -2.6% |
| 30D | +0.4% | -12.8% | +13.2% | +0.9% |
| 3M | +12.1% | -21.3% | +33.4% | +13.1% |
| 6M | -5.4% | -27.0% | +21.5% | -4.6% |
| YTD | +7.8% | -30.0% | +37.8% | +8.9% |
| 1Y | +22.9% | -18.3% | +41.2% | +22.8% |
| 3Y | +110.7% | -33.8% | +144.6% | +112.1% |
| 5Y | +346.2% | -44.3% | +390.5% | +345.5% |
| All | +427.0% | -48.7% | +475.7% | +409.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling