-36.6%
MOH vs BIDU
-34.3%
-2.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | +1.7% | -8.1% | +9.8% | +2.1% |
| 30D | -0.9% | -12.8% | +11.9% | -0.3% |
| 3M | +5.7% | -21.3% | +27.0% | +6.9% |
| 6M | +39.1% | -27.0% | +66.1% | +40.8% |
| YTD | +17.7% | -30.0% | +47.7% | +18.7% |
| 1Y | +8.4% | -18.3% | +26.6% | +7.3% |
| 3Y | -36.6% | -33.8% | -2.7% | -37.2% |
| All | -36.6% | -34.3% | -2.2% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling