+66.8%
MET vs BIDU
-34.9%
+101.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | -2.5% | -5.2% | +2.8% | -2.1% |
| 30D | 0.0% | -14.5% | +14.5% | +1.0% |
| 3M | +13.1% | -22.9% | +36.0% | +15.0% |
| 6M | +39.0% | -27.8% | +66.8% | +41.4% |
| YTD | +25.2% | -30.7% | +55.9% | +27.5% |
| 1Y | +25.6% | -15.8% | +41.4% | +24.8% |
| All | +66.8% | -34.9% | +101.8% | +71.7% |
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 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