+305.5%
MET vs BIDU
+1,407.1%
-1,101.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -2.6% |
| 7D | +1.2% | +2.4% | -1.3% | +0.5% |
| 30D | +1.4% | -10.5% | +11.9% | +3.8% |
| 3M | +17.7% | -26.2% | +43.9% | +25.6% |
| 6M | +35.0% | -16.4% | +51.4% | +38.5% |
| YTD | +26.3% | -23.9% | +50.2% | +31.7% |
| 1Y | +22.8% | +1.3% | +21.5% | +17.2% |
| 3Y | +65.9% | -32.1% | +98.0% | +68.6% |
| 5Y | +85.4% | -39.0% | +124.3% | +75.3% |
| 10Y | +253.7% | -44.0% | +297.8% | +205.1% |
| All | +305.5% | +1,407.1% | -1,101.6% | +49.0% |
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