+24.2%
MDT vs BIDU
-34.9%
+59.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.6% | -5.2% | +3.6% | -1.2% |
| 30D | +1.0% | -14.5% | +15.5% | +2.1% |
| 3M | +15.2% | -22.9% | +38.1% | +17.2% |
| 6M | +3.7% | -27.8% | +31.5% | +5.5% |
| YTD | -3.0% | -30.7% | +27.7% | -1.2% |
| 1Y | +2.5% | -15.8% | +18.3% | +1.6% |
| All | +24.2% | -34.9% | +59.1% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling