+79.1%
MTUM vs BIDU
-44.1%
+123.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +0.7% | -8.1% | +8.8% | +1.9% |
| 30D | -2.4% | -12.8% | +10.4% | -0.7% |
| 3M | -3.6% | -21.3% | +17.6% | -0.6% |
| 6M | +23.7% | -27.0% | +50.6% | +28.6% |
| YTD | +22.9% | -30.0% | +53.0% | +28.3% |
| 1Y | +21.8% | -18.3% | +40.0% | +23.7% |
| 3Y | +114.4% | -33.8% | +148.3% | +119.5% |
| All | +79.1% | -44.1% | +123.2% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling