+1,116.3%
MOH vs BIDU
+1,272.6%
-156.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.7% | +3.4% |
| 7D | -1.3% | -5.2% | +3.9% | -0.7% |
| 30D | +3.0% | -14.5% | +17.4% | +4.7% |
| 3M | +1.2% | -22.9% | +24.1% | +4.1% |
| 6M | +41.7% | -27.8% | +69.5% | +46.3% |
| YTD | +15.4% | -30.7% | +46.1% | +19.0% |
| 1Y | +11.8% | -15.8% | +27.6% | +11.8% |
| 3Y | -37.5% | -33.2% | -4.3% | -36.8% |
| 5Y | -20.6% | -44.8% | +24.1% | -21.6% |
| 10Y | +255.8% | -50.3% | +306.1% | +235.4% |
| All | +1,116.3% | +1,272.6% | -156.3% | +700.3% |
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