+739.9%
MTZ vs BIDU
-51.1%
+791.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.0% | +10.7% | +5.4% |
| 7D | +3.6% | -2.4% | +6.0% | +4.0% |
| 30D | -9.6% | -15.6% | +6.0% | -6.2% |
| 3M | -31.9% | -22.3% | -9.6% | -28.1% |
| 6M | -13.8% | -22.3% | +8.5% | -9.7% |
| YTD | +13.3% | -29.2% | +42.4% | +20.8% |
| 1Y | +39.3% | -14.8% | +54.1% | +41.2% |
| 3Y | +168.3% | -31.8% | +200.1% | +177.9% |
| 5Y | +166.4% | -43.1% | +209.5% | +169.0% |
| 10Y | +739.9% | -50.6% | +790.6% | +677.1% |
| All | +739.9% | -51.1% | +791.0% | +677.1% |
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