+421.4%
MDLZ vs BIDU
+1,407.1%
-985.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.3% | -0.6% |
| 7D | -1.7% | +2.4% | -4.2% | -1.9% |
| 30D | -2.1% | -10.5% | +8.4% | -1.4% |
| 3M | +1.3% | -26.2% | +27.5% | +3.4% |
| 6M | +6.2% | -16.4% | +22.6% | +7.1% |
| YTD | +15.8% | -23.9% | +39.7% | +17.3% |
| 1Y | +4.1% | +1.3% | +2.8% | +2.5% |
| 3Y | -4.1% | -32.1% | +28.0% | -3.6% |
| 5Y | +13.4% | -39.0% | +52.3% | +11.6% |
| 10Y | +75.7% | -44.0% | +119.8% | +67.5% |
| All | +421.4% | +1,407.1% | -985.7% | +288.3% |
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