-40.7%
MP vs BIDU
-40.0%
-0.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +2.3% | -0.8% | +3.1% | +2.7% |
| 30D | -15.3% | -5.4% | -9.9% | -13.1% |
| 3M | -33.5% | -24.7% | -8.8% | -24.8% |
| 6M | -45.5% | -45.3% | -0.2% | -28.6% |
| YTD | -27.3% | -39.0% | +11.7% | -12.6% |
| 1Y | -40.7% | -39.6% | -1.2% | -28.7% |
| All | -40.7% | -40.0% | -0.7% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling