+6.8%
BABA vs MAR
+553.7%
-546.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -6.0% | -6.7% |
| 7D | -12.7% | +1.8% | -14.5% | -13.2% |
| 30D | -14.9% | +14.3% | -29.2% | -18.7% |
| 3M | -24.6% | +20.0% | -44.7% | -29.2% |
| 6M | -29.3% | +21.7% | -51.1% | -34.4% |
| YTD | -35.0% | +37.7% | -72.7% | -42.4% |
| 1Y | -39.7% | +46.8% | -86.5% | -47.9% |
| 3Y | +21.2% | +121.0% | -99.9% | -10.9% |
| 5Y | -39.9% | +183.1% | -223.0% | -59.7% |
| 10Y | +7.8% | +532.4% | -524.6% | -47.6% |
| All | +6.8% | +553.7% | -546.9% | -50.7% |
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