+328.9%
MET vs BIDU
+1,083.9%
-755.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +4.5% | -4.6% | +9.0% | +5.6% |
| 30D | +3.5% | -4.5% | +8.1% | +4.7% |
| 3M | +5.9% | -25.4% | +31.3% | +13.2% |
| 6M | +33.1% | -48.1% | +81.1% | +54.3% |
| YTD | +33.6% | -40.2% | +73.8% | +47.5% |
| 1Y | +32.7% | -35.2% | +67.9% | +43.1% |
| 3Y | +85.0% | -27.1% | +112.2% | +83.6% |
| 5Y | +85.6% | -54.2% | +139.8% | +88.9% |
| 10Y | +198.8% | -52.0% | +250.9% | +166.6% |
| All | +328.9% | +1,083.9% | -755.0% | +66.9% |
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