-14.3%
MTZ vs BIDU
-34.6%
+20.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.5% | -19.9% | -16.4% |
| 7D | -7.4% | +1.2% | -8.6% | -7.8% |
| 30D | -23.6% | -7.5% | -16.1% | -22.1% |
| 3M | -38.3% | -28.6% | -9.8% | -33.0% |
| 6M | -60.6% | -36.9% | -23.7% | -56.3% |
| YTD | -22.9% | -38.4% | +15.6% | -14.7% |
| 1Y | -14.3% | -35.7% | +21.4% | -6.4% |
| All | -14.3% | -34.6% | +20.4% | -6.4% |
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