-14.3%
MLM vs BIDU
-35.7%
+21.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.1% |
| 7D | -4.1% | +7.2% | -11.3% | -4.6% |
| 30D | +8.2% | -4.0% | +12.2% | +8.5% |
| 3M | -3.6% | -25.1% | +21.5% | -1.7% |
| 6M | -15.6% | -41.8% | +26.2% | -11.6% |
| YTD | -16.4% | -37.3% | +20.9% | -14.2% |
| 1Y | -14.3% | -35.6% | +21.2% | -12.3% |
| All | -14.3% | -35.7% | +21.3% | -12.3% |
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