-5.6%
MDB vs BIDU
-32.1%
+26.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.5% | -2.0% |
| 7D | -18.0% | -2.4% | -15.6% | -17.6% |
| 30D | -10.7% | -15.6% | +4.9% | -7.7% |
| 3M | +1.0% | -22.3% | +23.3% | +6.0% |
| 6M | +31.6% | -22.3% | +53.9% | +37.0% |
| YTD | -15.2% | -29.2% | +14.0% | -10.4% |
| 1Y | +10.1% | -14.8% | +24.9% | +11.0% |
| 3Y | -5.6% | -31.8% | +26.1% | +6.3% |
| All | -5.6% | -32.1% | +26.4% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling