-10.4%
MDB vs BIDU
-24.2%
+13.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.7% | +4.9% |
| 7D | -0.9% | +5.4% | -6.3% | -2.1% |
| 30D | -15.2% | -5.0% | -10.1% | -14.2% |
| 3M | -17.9% | -26.1% | +8.2% | -13.0% |
| 6M | +9.3% | -42.6% | +51.9% | +20.8% |
| YTD | -22.0% | -38.0% | +16.0% | -15.6% |
| 1Y | -9.3% | -35.7% | +26.3% | -2.7% |
| 3Y | -10.4% | -22.9% | +12.6% | -10.9% |
| All | -10.4% | -24.2% | +13.8% | -10.9% |
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