+15.6%
MDLZ vs BIDU
-44.5%
+60.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.5% | +0.7% |
| 7D | 0.0% | -2.4% | +2.5% | +0.1% |
| 30D | -1.6% | -15.6% | +14.1% | -1.2% |
| 3M | +0.9% | -22.3% | +23.2% | +1.5% |
| 6M | +7.3% | -22.3% | +29.6% | +7.8% |
| YTD | +16.4% | -29.2% | +45.6% | +17.2% |
| 1Y | +3.0% | -14.8% | +17.8% | +2.5% |
| 3Y | -3.7% | -31.8% | +28.1% | -3.8% |
| 5Y | +15.6% | -43.1% | +58.7% | +14.7% |
| All | +15.6% | -44.5% | +60.1% | +14.7% |
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