-24.5%
MDB vs BIDU
-44.5%
+19.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.5% | -0.8% |
| 7D | -18.0% | -2.4% | -15.6% | -17.3% |
| 30D | -10.7% | -15.6% | +4.9% | -5.3% |
| 3M | +1.0% | -22.3% | +23.3% | +10.5% |
| 6M | +31.6% | -22.3% | +53.9% | +41.8% |
| YTD | -15.2% | -29.2% | +14.0% | -6.2% |
| 1Y | +10.1% | -14.8% | +24.9% | +10.3% |
| 3Y | -5.6% | -31.8% | +26.1% | -1.2% |
| 5Y | -24.5% | -43.1% | +18.6% | -17.8% |
| All | -24.5% | -44.5% | +19.9% | -17.8% |
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