+16.0%
BABA vs M
-5.1%
+21.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -3.6% | -3.3% | -0.3% | -3.3% |
| 30D | -8.4% | +8.1% | -16.4% | -9.5% |
| 3M | -20.6% | +2.2% | -22.8% | -21.1% |
| 6M | -25.4% | +35.1% | -60.5% | -28.7% |
| YTD | -30.1% | +15.8% | -45.9% | -32.1% |
| 1Y | -36.3% | +25.8% | -62.1% | -38.9% |
| 3Y | +30.4% | +156.2% | -125.9% | +10.1% |
| 5Y | -35.7% | -2.4% | -33.4% | -40.7% |
| 10Y | +16.0% | -7.1% | +23.1% | -1.0% |
| All | +16.0% | -5.1% | +21.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling