+1,319.3%
MU vs BIDU
-44.5%
+1,363.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | +0.9% |
| 7D | +7.2% | -2.4% | +9.6% | +8.1% |
| 30D | +14.0% | -15.6% | +29.6% | +20.7% |
| 3M | +5.4% | -22.3% | +27.7% | +14.4% |
| 6M | +170.3% | -22.3% | +192.5% | +193.1% |
| YTD | +250.7% | -29.2% | +279.8% | +292.7% |
| 1Y | +662.1% | -14.8% | +676.9% | +697.0% |
| 3Y | +1,341.2% | -31.8% | +1,373.0% | +1,454.5% |
| 5Y | +1,319.3% | -43.1% | +1,362.5% | +1,413.2% |
| All | +1,319.3% | -44.5% | +1,363.8% | +1,413.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling