-39.7%
BABA vs MDB
-8.9%
-30.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.5% | -7.1% |
| 7D | -12.7% | +11.6% | -24.2% | -13.2% |
| 30D | -14.9% | -8.9% | -6.0% | -14.5% |
| 3M | -24.6% | -22.4% | -2.3% | -23.8% |
| 6M | -29.3% | +10.1% | -39.4% | -30.7% |
| YTD | -35.0% | -19.0% | -16.0% | -36.8% |
| 1Y | -39.7% | -7.0% | -32.7% | -40.8% |
| All | -39.7% | -8.9% | -30.8% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling