+942.1%
MDB vs BIDU
-70.2%
+1,012.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +6.8% | -4.6% | +11.4% | +8.7% |
| 30D | -6.2% | -4.5% | -1.7% | -4.5% |
| 3M | -29.2% | -25.4% | -3.9% | -21.2% |
| 6M | +10.3% | -48.1% | +58.4% | +40.5% |
| YTD | -20.4% | -40.2% | +19.8% | -5.9% |
| 1Y | -4.8% | -35.2% | +30.4% | +8.5% |
| 3Y | -11.6% | -27.1% | +15.5% | -11.4% |
| 5Y | -41.0% | -54.2% | +13.1% | -32.0% |
| All | +942.1% | -70.2% | +1,012.3% | +1,122.7% |
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 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