+173.8%
MDT vs BIDU
+1,302.3%
-1,128.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.0% | +5.1% | -1.1% |
| 7D | +0.4% | -2.4% | +2.8% | +0.6% |
| 30D | +6.0% | -15.6% | +21.6% | +7.9% |
| 3M | +15.5% | -22.3% | +37.8% | +18.6% |
| 6M | +3.4% | -22.3% | +25.7% | +5.6% |
| YTD | -2.2% | -29.2% | +27.0% | +0.7% |
| 1Y | +2.6% | -14.8% | +17.4% | +2.7% |
| 3Y | +27.5% | -31.8% | +59.3% | +28.8% |
| 5Y | -20.1% | -43.1% | +23.1% | -20.7% |
| 10Y | +39.1% | -50.6% | +89.7% | +33.5% |
| All | +173.8% | +1,302.3% | -1,128.5% | +100.5% |
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 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