+165.3%
MMM vs BIDU
-25.9%
+191.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +7.0% | +3.6% | +3.4% | +6.6% |
| 30D | +18.4% | -6.6% | +25.0% | +19.0% |
| 3M | +4.5% | -27.2% | +31.7% | +7.2% |
| 6M | +33.4% | -43.5% | +76.9% | +40.0% |
| YTD | +20.0% | -39.0% | +58.9% | +24.2% |
| 1Y | +15.0% | -39.8% | +54.8% | +19.1% |
| All | +165.3% | -25.9% | +191.3% | +164.6% |
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