+15.6%
MLM vs BIDU
-27.4%
+43.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -0.9% | -4.6% | +3.7% | -0.5% |
| 30D | +9.0% | -4.5% | +13.6% | +9.4% |
| 3M | -5.6% | -25.4% | +19.8% | -3.7% |
| 6M | -10.7% | -48.1% | +37.4% | -6.4% |
| YTD | -17.2% | -40.2% | +23.0% | -14.5% |
| 1Y | -14.2% | -35.2% | +21.0% | -12.1% |
| 3Y | +15.6% | -27.1% | +42.7% | +13.5% |
| All | +15.6% | -27.4% | +43.0% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling