+527.2%
MOD vs BIDU
+1,407.1%
-879.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +3.1% |
| 7D | +9.6% | +2.4% | +7.2% | +8.8% |
| 30D | 0.0% | -10.5% | +10.5% | +3.3% |
| 3M | -35.4% | -26.2% | -9.2% | -29.4% |
| 6M | -7.3% | -16.4% | +9.1% | -3.0% |
| YTD | +45.8% | -23.9% | +69.7% | +56.1% |
| 1Y | +43.1% | +1.3% | +41.9% | +39.2% |
| 3Y | +297.7% | -32.1% | +329.8% | +319.0% |
| 5Y | +1,478.8% | -39.0% | +1,517.7% | +1,472.0% |
| 10Y | +1,633.4% | -44.0% | +1,677.4% | +1,499.0% |
| All | +527.2% | +1,407.1% | -879.9% | +165.0% |
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 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