+224.4%
MRK vs BIDU
-48.7%
+273.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -4.3% | -8.1% | +3.9% | -3.9% |
| 30D | +8.3% | -12.8% | +21.1% | +8.9% |
| 3M | +20.0% | -21.3% | +41.3% | +21.1% |
| 6M | +25.7% | -27.0% | +52.6% | +27.0% |
| YTD | +38.7% | -30.0% | +68.8% | +40.3% |
| 1Y | +74.7% | -18.3% | +92.9% | +75.0% |
| 3Y | +45.4% | -33.8% | +79.2% | +46.0% |
| 5Y | +129.0% | -44.3% | +173.3% | +129.2% |
| All | +224.4% | -48.7% | +273.1% | +215.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling