-28.3%
BABA vs MDB
-44.1%
+15.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.8% |
| 7D | +11.6% | -11.4% | +23.0% | +13.9% |
| 30D | +2.3% | -13.8% | +16.1% | +4.6% |
| 3M | -13.7% | -15.5% | +1.8% | -12.8% |
| 6M | -21.9% | +17.9% | -39.8% | -27.1% |
| YTD | -24.6% | -25.5% | +0.8% | -24.0% |
| 1Y | -34.1% | -12.1% | -22.0% | -36.3% |
| 3Y | +36.3% | -5.9% | +42.1% | +18.6% |
| All | -28.3% | -44.1% | +15.8% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling