+36.3%
BABA vs MAR
+122.8%
-86.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +11.6% | +4.3% | +7.3% | +10.5% |
| 30D | +2.3% | +16.8% | -14.5% | -1.4% |
| 3M | -13.7% | +16.0% | -29.7% | -16.7% |
| 6M | -21.9% | +16.5% | -38.4% | -25.2% |
| YTD | -24.6% | +35.0% | -59.7% | -30.9% |
| 1Y | -34.1% | +49.4% | -83.5% | -41.5% |
| 3Y | +36.3% | +124.1% | -87.8% | +10.2% |
| All | +36.3% | +122.8% | -86.5% | +10.2% |
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