+127.0%
MP vs BIDU
-25.8%
+152.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +3.8% |
| 7D | -10.5% | +7.2% | -17.7% | -13.0% |
| 30D | -23.5% | -4.0% | -19.5% | -22.3% |
| 3M | -25.4% | -25.1% | -0.3% | -16.9% |
| 6M | -51.3% | -41.8% | -9.5% | -40.5% |
| YTD | -29.9% | -37.3% | +7.4% | -17.4% |
| 1Y | -31.8% | -35.6% | +3.7% | -20.7% |
| 3Y | +127.0% | -24.5% | +151.5% | +124.1% |
| All | +127.0% | -25.8% | +152.8% | +124.1% |
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