-10.5%
MLM vs BIDU
-34.6%
+24.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +2.0% |
| 7D | +9.1% | +1.2% | +8.0% | +9.0% |
| 30D | +14.6% | -7.5% | +22.2% | +15.3% |
| 3M | +0.3% | -28.6% | +28.9% | +2.5% |
| 6M | -7.5% | -36.9% | +29.4% | -4.1% |
| YTD | -10.2% | -38.4% | +28.2% | -7.7% |
| 1Y | -10.5% | -35.7% | +25.2% | -8.6% |
| All | -10.5% | -34.6% | +24.1% | -8.6% |
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