+40.7%
MTZ vs BIDU
-15.1%
+55.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.0% | +10.7% | +5.4% |
| 7D | +3.6% | -2.4% | +6.0% | +3.9% |
| 30D | -9.6% | -15.6% | +6.0% | -6.1% |
| 3M | -31.9% | -22.3% | -9.6% | -28.1% |
| 6M | -13.8% | -22.3% | +8.5% | -9.9% |
| YTD | +13.3% | -29.2% | +42.4% | +20.7% |
| All | +40.7% | -15.1% | +55.8% | +51.6% |
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