+1,082.7%
MOD vs BIDU
-54.4%
+1,137.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.7% | +27.2% | +27.7% |
| 7D | +40.4% | -4.6% | +45.0% | +42.2% |
| 30D | -14.0% | -4.5% | -9.5% | -13.1% |
| 3M | -33.3% | -25.4% | -8.0% | -28.1% |
| 6M | -51.4% | -48.1% | -3.3% | -42.6% |
| YTD | +1.6% | -40.2% | +41.8% | +15.0% |
| 1Y | +5.4% | -35.2% | +40.6% | +16.6% |
| 3Y | +191.0% | -27.1% | +218.1% | +199.6% |
| All | +1,082.7% | -54.4% | +1,137.2% | +1,124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling