+1,759.9%
MKSI vs BIDU
+1,284.8%
+475.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | +2.7% | -8.1% | +10.8% | +5.0% |
| 30D | -12.8% | -12.8% | 0.0% | -9.7% |
| 3M | -22.5% | -21.3% | -1.2% | -17.5% |
| 6M | +19.4% | -27.0% | +46.4% | +29.2% |
| YTD | +67.7% | -30.0% | +97.8% | +83.3% |
| 1Y | +131.4% | -18.3% | +149.7% | +141.1% |
| 3Y | +197.3% | -33.8% | +231.2% | +220.2% |
| 5Y | +87.0% | -44.3% | +131.3% | +98.6% |
| 10Y | +522.1% | -49.8% | +571.9% | +550.4% |
| All | +1,759.9% | +1,284.8% | +475.1% | +1,157.0% |
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 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