+2,352.8%
MTZ vs BIDU
+1,407.1%
+945.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.2% |
| 7D | -1.6% | +2.4% | -4.0% | -2.1% |
| 30D | -11.1% | -10.5% | -0.6% | -8.9% |
| 3M | -36.7% | -26.2% | -10.5% | -32.3% |
| 6M | -21.9% | -16.4% | -5.5% | -19.5% |
| YTD | +9.1% | -23.9% | +33.0% | +14.6% |
| 1Y | +30.0% | +1.3% | +28.7% | +26.6% |
| 3Y | +138.5% | -32.1% | +170.5% | +147.7% |
| 5Y | +158.3% | -39.0% | +197.3% | +155.9% |
| 10Y | +700.8% | -44.0% | +744.8% | +646.2% |
| All | +2,352.8% | +1,407.1% | +945.7% | +1,281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling