+23.9%
BABA vs MAR
+541.1%
-517.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +11.6% | +4.3% | +7.3% | +10.1% |
| 30D | +2.3% | +16.8% | -14.5% | -3.0% |
| 3M | -13.7% | +16.0% | -29.7% | -18.0% |
| 6M | -21.9% | +16.5% | -38.4% | -26.4% |
| YTD | -24.6% | +35.0% | -59.7% | -32.7% |
| 1Y | -34.1% | +49.4% | -83.5% | -43.4% |
| 3Y | +36.3% | +124.1% | -87.8% | -0.3% |
| 5Y | -26.7% | +159.2% | -185.9% | -49.5% |
| 10Y | +19.2% | +553.9% | -534.7% | -43.0% |
| All | +23.9% | +541.1% | -517.2% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling