+254.1%
MP vs BIDU
-33.1%
+287.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +3.9% |
| 7D | -10.5% | +7.2% | -17.7% | -12.8% |
| 30D | -23.5% | -4.0% | -19.5% | -22.4% |
| 3M | -25.4% | -25.1% | -0.3% | -17.6% |
| 6M | -51.3% | -41.8% | -9.5% | -41.5% |
| YTD | -29.9% | -37.3% | +7.4% | -18.4% |
| 1Y | -31.8% | -35.6% | +3.7% | -21.5% |
| 3Y | +127.0% | -24.5% | +151.5% | +135.0% |
| 5Y | -3.3% | -48.3% | +45.0% | +6.7% |
| All | +254.1% | -33.1% | +287.2% | +385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling