+349.5%
MTUM vs BIDU
-48.7%
+398.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.7% | -8.1% | +8.8% | +2.2% |
| 30D | -2.4% | -12.8% | +10.4% | -0.2% |
| 3M | -3.6% | -21.3% | +17.6% | +0.3% |
| 6M | +23.7% | -27.0% | +50.6% | +30.0% |
| YTD | +22.9% | -30.0% | +53.0% | +29.8% |
| 1Y | +21.8% | -18.3% | +40.0% | +23.9% |
| 3Y | +114.4% | -33.8% | +148.3% | +121.0% |
| 5Y | +79.6% | -44.3% | +123.9% | +80.8% |
| All | +349.5% | -48.7% | +398.1% | +318.1% |
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