-39.8%
BABA vs MAR
+181.1%
-220.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -13.8% | +1.6% | -15.4% | -14.4% |
| 30D | -15.1% | +13.8% | -28.9% | -19.8% |
| 3M | -22.7% | +20.3% | -43.0% | -28.8% |
| 6M | -34.7% | +21.3% | -56.0% | -40.7% |
| YTD | -35.0% | +37.2% | -72.2% | -44.7% |
| 1Y | -40.4% | +48.4% | -88.9% | -51.4% |
| 3Y | +21.9% | +120.1% | -98.2% | -23.6% |
| All | -39.8% | +181.1% | -220.8% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling