+5,867.2%
MU vs BIDU
+1,140.5%
+4,726.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.1% |
| 7D | -22.0% | +7.2% | -29.2% | -23.9% |
| 30D | -36.6% | -4.0% | -32.5% | -35.6% |
| 3M | -21.7% | -25.1% | +3.4% | -13.6% |
| 6M | +3.5% | -41.8% | +45.3% | +24.1% |
| YTD | +141.9% | -37.3% | +179.3% | +182.0% |
| 1Y | +189.8% | -35.6% | +225.4% | +234.6% |
| 3Y | +855.4% | -24.5% | +879.8% | +902.6% |
| 5Y | +869.2% | -48.3% | +917.4% | +964.3% |
| 10Y | +4,142.8% | -51.2% | +4,194.0% | +4,301.7% |
| All | +5,867.2% | +1,140.5% | +4,726.7% | +3,161.9% |
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