-28.0%
MOD vs BIDU
-40.0%
+12.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.5% |
| 7D | +16.1% | -2.3% | +18.4% | +17.2% |
| 30D | -38.5% | -7.3% | -31.2% | -36.7% |
| 3M | -46.8% | -26.0% | -20.9% | -40.1% |
| 6M | -61.6% | -44.5% | -17.1% | -51.7% |
| YTD | -20.5% | -40.6% | +20.1% | -6.3% |
| 1Y | -28.0% | -39.8% | +11.8% | -15.7% |
| All | -28.0% | -40.0% | +12.0% | -15.7% |
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