+54.7%
MMM vs BIDU
-50.6%
+105.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -2.6% | -2.4% | -0.1% | -2.3% |
| 30D | -9.3% | -16.0% | +6.7% | -7.6% |
| 3M | +5.6% | -24.0% | +29.6% | +8.6% |
| 6M | +9.5% | -24.9% | +34.3% | +12.4% |
| YTD | +4.1% | -29.6% | +33.7% | +7.4% |
| 1Y | +9.4% | -15.2% | +24.5% | +9.5% |
| 3Y | +101.0% | -32.2% | +133.1% | +103.0% |
| 5Y | +26.1% | -43.8% | +69.9% | +26.0% |
| 10Y | +54.7% | -49.5% | +104.2% | +41.3% |
| All | +54.7% | -50.6% | +105.4% | +41.3% |
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 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