+1,049.8%
MDB vs BIDU
-62.1%
+1,111.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.2% | -5.6% |
| 7D | -17.4% | +2.4% | -19.9% | -18.3% |
| 30D | -2.0% | -10.5% | +8.5% | +1.7% |
| 3M | -3.0% | -26.2% | +23.2% | +8.4% |
| 6M | +48.7% | -16.4% | +65.1% | +56.0% |
| YTD | -12.1% | -23.9% | +11.7% | -5.3% |
| 1Y | +14.5% | +1.3% | +13.2% | +7.4% |
| 3Y | -6.1% | -32.1% | +25.9% | -1.5% |
| 5Y | -27.3% | -39.0% | +11.6% | -25.4% |
| All | +1,049.8% | -62.1% | +1,111.9% | +1,130.2% |
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 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