+143.4%
MLM vs BIDU
-52.8%
+196.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -2.9% | +3.6% | -6.4% | -3.4% |
| 30D | +10.4% | -6.6% | +17.0% | +11.4% |
| 3M | -3.7% | -27.2% | +23.5% | +0.5% |
| 6M | -10.3% | -43.5% | +33.2% | -3.2% |
| YTD | -14.8% | -39.0% | +24.2% | -9.7% |
| 1Y | -13.9% | -39.8% | +25.9% | -8.8% |
| 3Y | +18.4% | -24.8% | +43.1% | +17.5% |
| 5Y | +31.8% | -50.7% | +82.5% | +34.5% |
| 10Y | +143.4% | -51.2% | +194.7% | +117.9% |
| All | +143.4% | -52.8% | +196.2% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling