-38.7%
BABA vs MDB
+906.0%
-944.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | +2.4% | -1.0% | +3.4% | +2.4% |
| 30D | -7.8% | -14.0% | +6.2% | -5.8% |
| 3M | -22.4% | -20.3% | -2.0% | -20.6% |
| 6M | -26.0% | +10.9% | -36.8% | -29.7% |
| YTD | -29.3% | -20.9% | -8.4% | -29.5% |
| 1Y | -37.5% | -11.2% | -26.3% | -39.5% |
| 3Y | +31.9% | -11.9% | +43.8% | +18.9% |
| 5Y | -33.4% | -40.2% | +6.7% | -41.8% |
| All | -38.7% | +906.0% | -944.7% | -69.6% |
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