+1,017.5%
MDB vs BIDU
-64.9%
+1,082.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.9% |
| 7D | -4.5% | -2.4% | -2.1% | -3.8% |
| 30D | -14.0% | -16.0% | +2.0% | -8.6% |
| 3M | +5.3% | -24.0% | +29.3% | +16.3% |
| 6M | +31.9% | -24.9% | +56.7% | +44.2% |
| YTD | -14.6% | -29.6% | +15.0% | -5.3% |
| 1Y | +8.2% | -15.2% | +23.4% | +9.1% |
| 3Y | -5.0% | -32.2% | +27.2% | -0.8% |
| 5Y | -24.5% | -43.8% | +19.2% | -20.1% |
| All | +1,017.5% | -64.9% | +1,082.4% | +1,131.2% |
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