-32.4%
MKC vs BIDU
-34.9%
+2.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.7% |
| 7D | -2.8% | -5.2% | +2.4% | -2.8% |
| 30D | -3.4% | -14.5% | +11.1% | -3.3% |
| 3M | +3.8% | -22.9% | +26.7% | +3.9% |
| 6M | -17.9% | -27.8% | +9.9% | -17.8% |
| YTD | -23.6% | -30.7% | +7.0% | -23.7% |
| 1Y | -23.1% | -15.8% | -7.3% | -24.2% |
| All | -32.4% | -34.9% | +2.5% | -31.3% |
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