-24.1%
MKC vs BIDU
-16.8%
-7.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.5% |
| 7D | -1.5% | -8.1% | +6.7% | -2.1% |
| 30D | -3.1% | -12.8% | +9.7% | -4.0% |
| 3M | +5.2% | -21.3% | +26.5% | +3.5% |
| 6M | -12.8% | -27.0% | +14.1% | -14.4% |
| YTD | -23.3% | -30.0% | +6.8% | -25.2% |
| 1Y | -24.1% | -18.3% | -5.8% | -26.9% |
| All | -24.1% | -16.8% | -7.3% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling