+2.9%
MUB vs BIDU
-53.5%
+56.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.8% |
| 7D | -0.8% | -2.3% | +1.5% | -0.8% |
| 30D | +2.4% | -7.3% | +9.7% | +2.5% |
| 3M | -1.1% | -26.0% | +24.9% | -0.7% |
| 6M | -1.0% | -44.5% | +43.5% | -0.2% |
| YTD | -0.3% | -40.6% | +40.3% | +0.3% |
| 1Y | 0.0% | -39.8% | +39.8% | +0.6% |
| 3Y | +10.2% | -26.7% | +36.9% | +10.1% |
| 5Y | +2.9% | -54.5% | +57.4% | +2.4% |
| All | +2.9% | -53.5% | +56.4% | +2.4% |
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