-33.1%
MKC vs BIDU
-45.6%
+12.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.7% |
| 7D | -2.8% | -5.2% | +2.4% | -2.7% |
| 30D | -3.4% | -14.5% | +11.1% | -3.1% |
| 3M | +3.8% | -22.9% | +26.7% | +4.3% |
| 6M | -17.9% | -27.8% | +9.9% | -17.5% |
| YTD | -23.6% | -30.7% | +7.0% | -23.3% |
| 1Y | -23.1% | -15.8% | -7.3% | -23.5% |
| 3Y | -31.5% | -33.2% | +1.7% | -31.9% |
| 5Y | -33.1% | -44.8% | +11.7% | -34.0% |
| All | -33.1% | -45.6% | +12.5% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling