-40.1%
MDB vs BIDU
-53.5%
+13.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.5% |
| 7D | +11.6% | -2.3% | +13.9% | +12.5% |
| 30D | -8.9% | -7.3% | -1.6% | -6.2% |
| 3M | -22.4% | -26.0% | +3.6% | -13.2% |
| 6M | +10.1% | -44.5% | +54.6% | +36.8% |
| YTD | -19.0% | -40.6% | +21.5% | -4.0% |
| 1Y | -7.0% | -39.8% | +32.8% | +9.1% |
| 3Y | -9.8% | -26.7% | +16.9% | -11.2% |
| 5Y | -40.1% | -54.5% | +14.4% | -26.2% |
| All | -40.1% | -53.5% | +13.5% | -26.2% |
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