+37.0%
MDT vs BIDU
-48.7%
+85.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -3.4% | -8.1% | +4.7% | -2.5% |
| 30D | +0.2% | -12.8% | +13.0% | +1.6% |
| 3M | +14.3% | -21.3% | +35.5% | +17.1% |
| 6M | +4.0% | -27.0% | +31.0% | +7.0% |
| YTD | -3.7% | -30.0% | +26.4% | -0.7% |
| 1Y | -0.4% | -18.3% | +17.9% | +0.1% |
| 3Y | +23.3% | -33.8% | +57.2% | +24.9% |
| 5Y | -18.9% | -44.3% | +25.4% | -19.1% |
| All | +37.0% | -48.7% | +85.7% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling