+9.4%
MMM vs BIDU
-15.6%
+25.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -2.6% | -2.4% | -0.1% | -2.5% |
| 30D | -9.3% | -16.0% | +6.7% | -8.7% |
| 3M | +5.6% | -24.0% | +29.6% | +7.0% |
| 6M | +9.5% | -24.9% | +34.3% | +10.8% |
| YTD | +4.1% | -29.6% | +33.7% | +5.3% |
| 1Y | +9.4% | -15.2% | +24.5% | +12.1% |
| All | +9.4% | -15.6% | +25.0% | +12.1% |
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