+43.5%
MLM vs BIDU
-40.6%
+84.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -2.9% | +0.7% |
| 7D | -2.9% | +2.4% | -5.3% | -3.2% |
| 30D | -6.8% | -10.5% | +3.7% | -5.8% |
| 3M | -11.2% | -26.2% | +15.0% | -8.5% |
| 6M | -21.8% | -16.4% | -5.4% | -20.8% |
| YTD | -17.0% | -23.9% | +6.9% | -15.2% |
| 1Y | -16.4% | +1.3% | -17.6% | -18.0% |
| 3Y | +14.5% | -32.1% | +46.6% | +15.9% |
| All | +43.5% | -40.6% | +84.1% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling