+3,215.7%
MPC vs BIDU
-38.9%
+3,254.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | -12.2% | -5.4% | -6.8% | -11.4% |
| 3M | +20.1% | -24.7% | +44.8% | +26.4% |
| 6M | +60.6% | -45.3% | +105.9% | +79.8% |
| YTD | +150.6% | -39.0% | +189.5% | +170.1% |
| 1Y | +104.7% | -39.6% | +144.2% | +120.3% |
| 3Y | +194.5% | -24.7% | +219.2% | +189.5% |
| 5Y | +582.3% | -52.3% | +634.6% | +587.3% |
| 10Y | +1,135.3% | -51.1% | +1,186.3% | +969.8% |
| All | +3,215.7% | -38.9% | +3,254.6% | +2,449.5% |
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 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