+40.4%
MXL vs BIDU
-44.1%
+84.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +7.2% |
| 7D | +18.9% | -8.1% | +27.0% | +22.2% |
| 30D | +0.3% | -12.8% | +13.1% | +5.4% |
| 3M | -8.0% | -21.3% | +13.2% | +0.4% |
| 6M | +341.2% | -27.0% | +368.2% | +392.8% |
| YTD | +327.8% | -30.0% | +357.9% | +382.3% |
| 1Y | +364.9% | -18.3% | +383.2% | +394.5% |
| 3Y | +229.2% | -33.8% | +263.1% | +258.9% |
| All | +40.4% | -44.1% | +84.5% | +58.4% |
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