-37.1%
BABA vs MDB
+892.0%
-929.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.6% | -8.4% | -4.5% |
| 7D | +3.8% | -0.9% | +4.7% | +3.8% |
| 30D | -5.4% | -15.2% | +9.8% | -3.1% |
| 3M | -17.9% | -17.9% | 0.0% | -16.6% |
| 6M | -24.1% | +9.3% | -33.4% | -27.7% |
| YTD | -27.4% | -22.0% | -5.5% | -27.5% |
| 1Y | -36.1% | -9.3% | -26.7% | -38.4% |
| 3Y | +35.4% | -10.4% | +45.7% | +21.5% |
| 5Y | -30.1% | -43.2% | +13.1% | -38.3% |
| All | -37.1% | +892.0% | -929.1% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling