+870.8%
MLM vs BIDU
+1,104.2%
-233.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.9% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | +7.9% | -8.7% | +16.6% | +9.7% |
| 3M | -4.5% | -28.5% | +24.0% | +1.4% |
| 6M | -12.6% | -37.0% | +24.4% | -5.7% |
| YTD | -14.9% | -39.2% | +24.3% | -8.2% |
| 1Y | -13.1% | -35.6% | +22.5% | -7.6% |
| 3Y | +21.2% | -27.5% | +48.7% | +21.3% |
| 5Y | +32.0% | -49.8% | +81.8% | +33.4% |
| 10Y | +195.3% | -52.6% | +247.9% | +176.9% |
| All | +870.8% | +1,104.2% | -233.5% | +381.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling