+1,117.0%
MRVL vs BIDU
+1,407.1%
-290.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.1% | +3.0% | +5.8% |
| 7D | +3.2% | +2.4% | +0.8% | +2.5% |
| 30D | +5.9% | -10.5% | +16.4% | +9.5% |
| 3M | -29.3% | -26.2% | -3.1% | -22.3% |
| 6M | +186.5% | -16.4% | +202.9% | +202.3% |
| YTD | +163.4% | -23.9% | +187.3% | +185.1% |
| 1Y | +249.5% | +1.3% | +248.2% | +244.7% |
| 3Y | +289.4% | -32.1% | +321.4% | +316.4% |
| 5Y | +270.2% | -39.0% | +309.2% | +286.9% |
| 10Y | +1,748.8% | -44.0% | +1,792.9% | +1,763.6% |
| All | +1,117.0% | +1,407.1% | -290.1% | +484.3% |
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