+10.2%
MTUM vs BIDU
-34.6%
+44.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -3.0% |
| 7D | -10.1% | +1.2% | -11.3% | -10.3% |
| 30D | -15.6% | -7.5% | -8.0% | -14.1% |
| 3M | -12.7% | -28.6% | +15.8% | -6.4% |
| 6M | -3.7% | -36.9% | +33.2% | +5.7% |
| YTD | +9.4% | -38.4% | +47.9% | +19.8% |
| 1Y | +10.2% | -35.7% | +45.9% | +19.5% |
| All | +10.2% | -34.6% | +44.8% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling