+229.2%
MXL vs BIDU
-34.3%
+263.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +7.2% |
| 7D | +18.9% | -8.1% | +27.0% | +22.3% |
| 30D | +0.3% | -12.8% | +13.1% | +5.6% |
| 3M | -8.0% | -21.3% | +13.2% | +0.6% |
| 6M | +341.2% | -27.0% | +368.2% | +392.8% |
| YTD | +327.8% | -30.0% | +357.9% | +381.9% |
| 1Y | +364.9% | -18.3% | +383.2% | +402.4% |
| 3Y | +229.2% | -33.8% | +263.1% | +252.9% |
| All | +229.2% | -34.3% | +263.6% | +252.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling