+970.2%
MRK vs BIDU
+1,302.3%
-332.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.7% | -0.6% |
| 7D | -0.9% | -2.4% | +1.5% | -0.7% |
| 30D | +15.5% | -15.6% | +31.1% | +17.1% |
| 3M | +25.1% | -22.3% | +47.4% | +27.6% |
| 6M | +30.1% | -22.3% | +52.4% | +32.2% |
| YTD | +43.1% | -29.2% | +72.3% | +46.3% |
| 1Y | +82.5% | -14.8% | +97.3% | +82.6% |
| 3Y | +49.3% | -31.8% | +81.1% | +50.3% |
| 5Y | +130.3% | -43.1% | +173.4% | +127.3% |
| 10Y | +234.3% | -50.6% | +285.0% | +218.6% |
| All | +970.2% | +1,302.3% | -332.1% | +606.9% |
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