-32.6%
MOD vs BIDU
-34.6%
+2.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.5% | -25.9% | -23.2% |
| 7D | -31.3% | +1.2% | -32.5% | -31.9% |
| 30D | -46.1% | -7.5% | -38.6% | -44.4% |
| 3M | -51.1% | -28.6% | -22.6% | -44.3% |
| 6M | -62.1% | -36.9% | -25.1% | -55.0% |
| YTD | -26.2% | -38.4% | +12.3% | -14.3% |
| 1Y | -32.6% | -35.7% | +3.1% | -23.4% |
| All | -32.6% | -34.6% | +2.1% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling