+106.6%
MMM vs BIDU
-27.7%
+134.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -3.9% | -0.2% |
| 7D | -3.3% | +2.4% | -5.7% | -3.5% |
| 30D | -7.0% | -10.5% | +3.5% | -6.1% |
| 3M | +10.8% | -26.2% | +37.0% | +14.1% |
| 6M | +5.8% | -16.4% | +22.2% | +7.1% |
| YTD | +6.8% | -23.9% | +30.6% | +8.8% |
| 1Y | +10.4% | +1.3% | +9.1% | +7.5% |
| All | +106.6% | -27.7% | +134.3% | +110.0% |
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