+5.8%
MMM vs BIDU
-17.1%
+22.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -6.2% |
| 3M | +10.8% | -26.2% | +37.0% | +15.6% |
| 6M | +5.8% | -16.4% | +22.2% | +6.0% |
| All | +5.8% | -17.1% | +22.9% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling