+297.0%
MXL vs BIDU
-34.6%
+331.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.5% | -15.6% | -14.1% |
| 7D | -24.3% | +1.2% | -25.5% | -25.2% |
| 30D | -46.1% | -7.5% | -38.6% | -43.1% |
| 3M | -21.8% | -28.6% | +6.7% | -2.6% |
| 6M | -27.2% | -36.9% | +9.7% | -3.4% |
| YTD | +226.2% | -38.4% | +264.6% | +328.8% |
| 1Y | +297.0% | -35.7% | +332.6% | +409.4% |
| All | +297.0% | -34.6% | +331.6% | +409.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling