+49.7%
MMM vs BIDU
-51.7%
+101.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.1% |
| 3M | +4.5% | -27.2% | +31.7% | +7.4% |
| 6M | +33.4% | -43.5% | +76.9% | +40.3% |
| YTD | +20.0% | -39.0% | +58.9% | +24.6% |
| 1Y | +15.0% | -39.8% | +54.8% | +19.5% |
| 3Y | +165.0% | -24.8% | +189.8% | +163.4% |
| All | +49.7% | -51.7% | +101.4% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling