+605.8%
MSCI vs BIDU
-51.1%
+656.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.0% | +3.2% | -2.4% |
| 7D | -2.1% | -2.4% | +0.4% | -1.6% |
| 30D | -1.7% | -15.6% | +13.9% | +1.3% |
| 3M | -8.2% | -22.3% | +14.1% | -3.9% |
| 6M | -2.4% | -22.3% | +19.8% | +1.2% |
| YTD | -2.8% | -29.2% | +26.3% | +2.0% |
| 1Y | -2.7% | -14.8% | +12.2% | -3.1% |
| 3Y | +7.3% | -31.8% | +39.1% | +8.7% |
| 5Y | -11.4% | -43.1% | +31.7% | -12.0% |
| 10Y | +605.8% | -50.6% | +656.5% | +515.8% |
| All | +605.8% | -51.1% | +656.9% | +515.8% |
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