+267.3%
MP vs BIDU
-34.8%
+302.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +2.3% | -0.8% | +3.1% | +2.6% |
| 30D | -15.3% | -5.4% | -9.9% | -13.6% |
| 3M | -33.5% | -24.7% | -8.8% | -26.7% |
| 6M | -45.5% | -45.3% | -0.2% | -33.2% |
| YTD | -27.3% | -39.0% | +11.7% | -14.6% |
| 1Y | -40.7% | -39.6% | -1.2% | -30.2% |
| 3Y | +145.9% | -24.7% | +170.6% | +154.8% |
| 5Y | -13.9% | -52.3% | +38.4% | -2.5% |
| All | +267.3% | -34.8% | +302.1% | +408.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling