+1,456.9%
MO vs BIDU
+1,302.3%
+154.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +5.9% | -0.6% |
| 7D | -2.0% | -2.4% | +0.4% | -1.9% |
| 30D | -0.3% | -15.6% | +15.4% | +0.7% |
| 3M | -2.9% | -22.3% | +19.3% | -1.6% |
| 6M | +5.8% | -22.3% | +28.0% | +6.9% |
| YTD | +22.0% | -29.2% | +51.2% | +23.7% |
| 1Y | +10.7% | -14.8% | +25.5% | +10.5% |
| 3Y | +94.4% | -31.8% | +126.2% | +94.9% |
| 5Y | +97.2% | -43.1% | +140.3% | +95.4% |
| 10Y | +103.0% | -50.6% | +153.6% | +96.0% |
| All | +1,456.9% | +1,302.3% | +154.6% | +1,063.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling