+6,170.8%
MU vs BIDU
+1,107.7%
+5,063.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -15.2% | +3.6% | -18.8% | -16.3% |
| 30D | -29.5% | -6.6% | -22.9% | -27.8% |
| 3M | -15.8% | -27.2% | +11.4% | -6.2% |
| 6M | -2.9% | -43.5% | +40.6% | +17.6% |
| YTD | +154.2% | -39.0% | +193.2% | +199.1% |
| 1Y | +186.6% | -39.8% | +226.4% | +238.4% |
| 3Y | +871.5% | -24.8% | +896.2% | +921.0% |
| 5Y | +911.7% | -50.7% | +962.3% | +1,029.1% |
| 10Y | +4,277.4% | -51.2% | +4,328.6% | +4,444.7% |
| All | +6,170.8% | +1,107.7% | +5,063.1% | +3,359.2% |
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 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