+229.2%
MOD vs BIDU
+1,107.7%
-878.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.4% |
| 7D | -17.8% | +3.6% | -21.4% | -19.0% |
| 30D | -43.2% | -6.6% | -36.6% | -42.2% |
| 3M | -46.0% | -27.2% | -18.8% | -40.8% |
| 6M | -62.2% | -43.5% | -18.8% | -55.6% |
| YTD | -22.8% | -39.0% | +16.2% | -11.8% |
| 1Y | -35.5% | -39.8% | +4.3% | -26.1% |
| 3Y | +128.2% | -24.8% | +153.0% | +132.1% |
| 5Y | +791.6% | -50.7% | +842.3% | +848.0% |
| 10Y | +886.3% | -51.2% | +937.6% | +846.2% |
| All | +229.2% | +1,107.7% | -878.6% | +48.3% |
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