+875.5%
MDB vs BIDU
-68.8%
+944.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +1.5% |
| 7D | -11.4% | +7.2% | -18.5% | -13.8% |
| 30D | -13.8% | -4.0% | -9.8% | -12.4% |
| 3M | -15.5% | -25.1% | +9.7% | -6.0% |
| 6M | +17.9% | -41.8% | +59.7% | +43.3% |
| YTD | -25.5% | -37.3% | +11.9% | -13.4% |
| 1Y | -12.1% | -35.6% | +23.5% | +0.5% |
| 3Y | -5.9% | -24.5% | +18.6% | -6.9% |
| 5Y | -43.7% | -48.3% | +4.6% | -37.9% |
| All | +875.5% | -68.8% | +944.2% | +1,024.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling