+27.0%
MMM vs BIDU
-44.5%
+71.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.3% | 0.0% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | -8.0% | -15.6% | +7.6% | -6.7% |
| 3M | +9.4% | -22.3% | +31.7% | +11.6% |
| 6M | +10.2% | -22.3% | +32.5% | +12.3% |
| YTD | +6.1% | -29.2% | +35.3% | +8.7% |
| 1Y | +10.8% | -14.8% | +25.6% | +10.8% |
| 3Y | +104.8% | -31.8% | +136.6% | +105.5% |
| 5Y | +27.0% | -43.1% | +70.2% | +26.2% |
| All | +27.0% | -44.5% | +71.5% | +26.2% |
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