+27.4%
MKC vs BIDU
-48.7%
+76.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -1.5% | -8.1% | +6.7% | -1.2% |
| 30D | -3.1% | -12.8% | +9.7% | -2.7% |
| 3M | +5.2% | -21.3% | +26.5% | +6.0% |
| 6M | -12.8% | -27.0% | +14.1% | -12.1% |
| YTD | -23.3% | -30.0% | +6.8% | -22.7% |
| 1Y | -24.1% | -18.3% | -5.8% | -24.2% |
| 3Y | -32.1% | -33.8% | +1.7% | -32.1% |
| 5Y | -32.8% | -44.3% | +11.5% | -33.1% |
| All | +27.4% | -48.7% | +76.1% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling