-35.5%
BABA vs MDB
+823.0%
-858.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.2% | +9.9% | +3.9% |
| 7D | +8.6% | -20.9% | +29.4% | +12.9% |
| 30D | -1.1% | -15.6% | +14.5% | +1.4% |
| 3M | -15.9% | -19.1% | +3.2% | -14.3% |
| 6M | -17.5% | +14.2% | -31.8% | -22.2% |
| YTD | -25.6% | -27.4% | +1.8% | -24.7% |
| 1Y | -33.8% | -13.0% | -20.8% | -35.7% |
| 3Y | +34.6% | -11.2% | +45.8% | +20.5% |
| 5Y | -27.7% | -45.2% | +17.5% | -35.7% |
| All | -35.5% | +823.0% | -858.5% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling