+384.2%
MKC vs BIDU
+1,302.3%
-918.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.6% | 0.0% |
| 7D | -4.3% | -2.4% | -1.9% | -4.2% |
| 30D | -2.0% | -15.6% | +13.6% | -1.2% |
| 3M | +10.0% | -22.3% | +32.3% | +11.4% |
| 6M | -18.5% | -22.3% | +3.7% | -17.7% |
| YTD | -22.4% | -29.2% | +6.7% | -21.4% |
| 1Y | -23.6% | -14.8% | -8.8% | -23.7% |
| 3Y | -30.4% | -31.8% | +1.3% | -30.3% |
| 5Y | -34.2% | -43.1% | +8.9% | -34.6% |
| 10Y | +26.8% | -50.6% | +77.5% | +23.3% |
| All | +384.2% | +1,302.3% | -918.1% | +305.7% |
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