-10.1%
MDB vs BIDU
-27.9%
+17.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.1% |
| 7D | +11.6% | -2.3% | +13.9% | +12.1% |
| 30D | -8.9% | -7.3% | -1.6% | -7.4% |
| 3M | -22.4% | -26.0% | +3.6% | -17.7% |
| 6M | +10.1% | -44.5% | +54.6% | +22.6% |
| YTD | -19.0% | -40.6% | +21.5% | -11.6% |
| 1Y | -7.0% | -39.8% | +32.8% | +1.0% |
| All | -10.1% | -27.9% | +17.7% | -9.7% |
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 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