+929.1%
MRSH vs BIDU
+1,284.8%
-355.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -4.8% | -8.1% | +3.4% | -3.8% |
| 30D | -6.3% | -12.8% | +6.5% | -5.0% |
| 3M | +5.8% | -21.3% | +27.1% | +8.4% |
| 6M | +2.8% | -27.0% | +29.8% | +5.6% |
| YTD | -3.1% | -30.0% | +26.9% | -0.4% |
| 1Y | -11.3% | -18.3% | +7.0% | -11.1% |
| 3Y | -5.0% | -33.8% | +28.9% | -4.3% |
| 5Y | +19.2% | -44.3% | +63.5% | +17.6% |
| 10Y | +217.4% | -49.8% | +267.2% | +199.9% |
| All | +929.1% | +1,284.8% | -355.7% | +550.2% |
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