+31.1%
BABA vs MAR
+123.8%
-92.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.6% | +1.0% | -4.6% | -3.8% |
| 30D | -8.4% | +16.2% | -24.6% | -11.6% |
| 3M | -20.6% | +23.1% | -43.6% | -24.5% |
| 6M | -25.4% | +22.0% | -47.3% | -29.4% |
| YTD | -30.1% | +39.2% | -69.3% | -36.4% |
| 1Y | -36.3% | +48.3% | -84.5% | -43.2% |
| All | +31.1% | +123.8% | -92.6% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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