-10.9%
MP vs BIDU
-54.4%
+43.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +9.5% | -4.6% | +14.0% | +11.3% |
| 30D | -3.0% | -4.5% | +1.6% | -1.4% |
| 3M | -30.4% | -25.4% | -5.0% | -22.8% |
| 6M | -39.2% | -48.1% | +8.9% | -23.4% |
| YTD | -23.3% | -40.2% | +16.9% | -8.9% |
| 1Y | -32.6% | -35.2% | +2.6% | -22.4% |
| 3Y | +159.3% | -27.1% | +186.4% | +171.0% |
| All | -10.9% | -54.4% | +43.5% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling