+3,101.0%
MPC vs BIDU
-23.8%
+3,124.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.6% |
| 7D | +5.4% | +2.4% | +3.0% | +4.9% |
| 30D | +31.0% | -10.5% | +41.4% | +33.5% |
| 3M | +46.0% | -26.2% | +72.2% | +54.6% |
| 6M | +77.3% | -16.4% | +93.7% | +80.7% |
| YTD | +141.9% | -23.9% | +165.8% | +150.0% |
| 1Y | +120.9% | +1.3% | +119.6% | +111.3% |
| 3Y | +182.7% | -32.1% | +214.8% | +187.3% |
| 5Y | +646.4% | -39.0% | +685.4% | +612.7% |
| 10Y | +1,138.7% | -44.0% | +1,182.8% | +954.8% |
| All | +3,101.0% | -23.8% | +3,124.8% | +2,260.4% |
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