+110.9%
MO vs BIDU
-48.7%
+159.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +0.1% | -8.1% | +8.3% | +0.4% |
| 30D | +7.1% | -12.8% | +20.0% | +7.5% |
| 3M | -2.0% | -21.3% | +19.3% | -1.3% |
| 6M | +7.3% | -27.0% | +34.3% | +8.1% |
| YTD | +23.5% | -30.0% | +53.5% | +24.4% |
| 1Y | +11.0% | -18.3% | +29.3% | +10.8% |
| 3Y | +95.0% | -33.8% | +128.8% | +95.4% |
| 5Y | +100.6% | -44.3% | +144.9% | +100.2% |
| All | +110.9% | -48.7% | +159.5% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling