-38.4%
MDB vs BIDU
-51.6%
+13.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +3.0% | -0.8% | +3.8% | +3.3% |
| 30D | -11.3% | -5.4% | -5.9% | -9.3% |
| 3M | -23.0% | -24.7% | +1.7% | -14.4% |
| 6M | +14.8% | -45.3% | +60.0% | +43.3% |
| YTD | -19.4% | -39.0% | +19.5% | -5.4% |
| 1Y | -9.0% | -39.6% | +30.6% | +6.8% |
| 3Y | -10.3% | -24.7% | +14.4% | -12.5% |
| 5Y | -38.4% | -52.3% | +13.9% | -25.2% |
| All | -38.4% | -51.6% | +13.2% | -25.2% |
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