-10.0%
MTZ vs BIDU
-38.7%
+28.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.9% |
| 7D | -8.7% | +3.6% | -12.3% | -9.6% |
| 30D | -15.0% | -6.6% | -8.4% | -13.4% |
| 3M | -32.6% | -27.2% | -5.4% | -26.9% |
| 6M | -56.3% | -43.5% | -12.9% | -50.0% |
| YTD | -16.8% | -39.0% | +22.2% | -7.6% |
| 1Y | -10.0% | -39.8% | +29.7% | +0.1% |
| All | -10.0% | -38.7% | +28.7% | +0.1% |
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 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