+2,113.4%
MCK vs BIDU
+1,284.8%
+828.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -2.9% | -8.1% | +5.2% | -2.2% |
| 30D | +0.4% | -12.8% | +13.2% | +1.6% |
| 3M | +12.1% | -21.3% | +33.4% | +14.3% |
| 6M | -5.4% | -27.0% | +21.5% | -3.4% |
| YTD | +7.8% | -30.0% | +37.8% | +10.3% |
| 1Y | +22.9% | -18.3% | +41.2% | +23.1% |
| 3Y | +110.7% | -33.8% | +144.6% | +111.9% |
| 5Y | +346.2% | -44.3% | +390.5% | +338.0% |
| 10Y | +440.1% | -49.8% | +490.0% | +410.0% |
| All | +2,113.4% | +1,284.8% | +828.5% | +1,370.9% |
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