+2.0%
MUB vs BIDU
-41.9%
+43.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +6.9% | +0.1% |
| 7D | -0.3% | -2.4% | +2.1% | -0.3% |
| 30D | -1.5% | -15.6% | +14.1% | -1.3% |
| 3M | -1.9% | -22.3% | +20.4% | -1.6% |
| 6M | -1.7% | -22.3% | +20.6% | -1.4% |
| YTD | -0.8% | -29.2% | +28.4% | -0.4% |
| 1Y | +1.5% | -14.8% | +16.3% | +1.5% |
| 3Y | +8.8% | -31.8% | +40.6% | +8.9% |
| All | +2.0% | -41.9% | +43.9% | +1.3% |
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