-40.2%
MDB vs BIDU
-50.7%
+10.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.0% |
| 7D | -1.0% | +3.6% | -4.6% | -2.4% |
| 30D | -14.0% | -6.6% | -7.4% | -11.6% |
| 3M | -20.3% | -27.2% | +6.9% | -10.3% |
| 6M | +10.9% | -43.5% | +54.3% | +36.6% |
| YTD | -20.9% | -39.0% | +18.1% | -7.2% |
| 1Y | -11.2% | -39.8% | +28.6% | +4.3% |
| 3Y | -11.9% | -24.8% | +12.8% | -14.1% |
| 5Y | -40.2% | -50.7% | +10.5% | -29.2% |
| All | -40.2% | -50.7% | +10.5% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling