+282.4%
MXL vs BIDU
+54.4%
+228.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +7.7% |
| 7D | +19.0% | -2.4% | +21.4% | +19.8% |
| 30D | +4.5% | -16.0% | +20.4% | +11.3% |
| 3M | -1.5% | -24.0% | +22.5% | +9.1% |
| 6M | +348.6% | -24.9% | +373.5% | +398.5% |
| YTD | +310.3% | -29.6% | +339.8% | +364.1% |
| 1Y | +344.7% | -15.2% | +359.9% | +365.2% |
| 3Y | +211.2% | -32.2% | +243.3% | +234.7% |
| 5Y | +34.8% | -43.8% | +78.6% | +43.1% |
| 10Y | +286.5% | -49.5% | +336.0% | +286.1% |
| All | +282.4% | +54.4% | +228.0% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling