+534.5%
MPC vs BIDU
-48.7%
+583.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.4% |
| 7D | -16.2% | +7.2% | -23.3% | -16.6% |
| 30D | -15.7% | -4.0% | -11.7% | -15.5% |
| 3M | +24.9% | -25.1% | +50.0% | +27.4% |
| 6M | +52.7% | -41.8% | +94.4% | +58.7% |
| YTD | +131.9% | -37.3% | +169.2% | +138.3% |
| 1Y | +96.6% | -35.6% | +132.2% | +101.2% |
| 3Y | +163.8% | -24.5% | +188.3% | +161.1% |
| All | +534.5% | -48.7% | +583.2% | +546.0% |
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