+58.1%
MP vs BIDU
-40.6%
+98.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | -0.1% |
| 7D | -2.9% | +2.4% | -5.3% | -3.8% |
| 30D | +13.8% | -10.5% | +24.3% | +18.2% |
| 3M | -16.7% | -26.2% | +9.5% | -7.0% |
| 6M | -11.5% | -16.4% | +4.9% | -6.5% |
| YTD | +7.9% | -23.9% | +31.8% | +17.7% |
| 1Y | -15.0% | +1.3% | -16.3% | -18.5% |
| 3Y | +153.5% | -32.1% | +185.6% | +170.9% |
| All | +58.1% | -40.6% | +98.8% | +82.5% |
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 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