+1,856.4%
MTZ vs BIDU
+1,108.5%
+747.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | -0.8% | +13.7% | +13.2% |
| 30D | -8.5% | -5.4% | -3.2% | -7.5% |
| 3M | -30.6% | -24.7% | -5.9% | -26.2% |
| 6M | -55.1% | -45.3% | -9.8% | -48.8% |
| YTD | -13.0% | -39.0% | +26.0% | -4.1% |
| 1Y | -4.3% | -39.6% | +35.3% | +5.6% |
| 3Y | +284.0% | -24.7% | +308.8% | +288.5% |
| 5Y | +97.7% | -52.3% | +150.0% | +107.4% |
| 10Y | +444.4% | -51.1% | +495.5% | +422.8% |
| All | +1,856.4% | +1,108.5% | +747.9% | +1,056.5% |
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