+1,160.6%
MCO vs BIDU
+1,272.6%
-111.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.2% |
| 7D | -7.3% | -5.2% | -2.1% | -6.3% |
| 30D | -1.7% | -14.5% | +12.8% | +1.2% |
| 3M | +3.9% | -22.9% | +26.8% | +9.0% |
| 6M | +3.8% | -27.8% | +31.6% | +9.4% |
| YTD | -7.9% | -30.7% | +22.8% | -2.8% |
| 1Y | -6.8% | -15.8% | +9.0% | -6.8% |
| 3Y | +40.9% | -33.2% | +74.2% | +43.2% |
| 5Y | +27.5% | -44.8% | +72.3% | +25.7% |
| 10Y | +381.4% | -50.3% | +431.7% | +346.2% |
| All | +1,160.6% | +1,272.6% | -111.9% | +513.5% |
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