+906.4%
MOD vs BIDU
-52.2%
+958.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +4.9% |
| 7D | -25.5% | +7.2% | -32.7% | -27.2% |
| 30D | -49.0% | -4.0% | -45.0% | -48.5% |
| 3M | -49.8% | -25.1% | -24.7% | -45.8% |
| 6M | -64.8% | -41.8% | -23.0% | -59.4% |
| YTD | -27.6% | -37.3% | +9.7% | -18.8% |
| 1Y | -35.2% | -35.6% | +0.4% | -27.9% |
| 3Y | +137.1% | -24.5% | +161.6% | +141.4% |
| 5Y | +760.3% | -48.3% | +808.5% | +804.4% |
| All | +906.4% | -52.2% | +958.6% | +841.6% |
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