-32.4%
BABA vs MDB
+1,017.4%
-1,049.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.0% |
| 7D | -4.8% | -17.4% | +12.7% | -1.6% |
| 30D | -11.9% | -2.0% | -9.9% | -12.3% |
| 3M | -9.3% | -3.0% | -6.3% | -9.8% |
| 6M | -14.2% | +48.7% | -62.9% | -22.4% |
| YTD | -22.0% | -12.1% | -9.9% | -22.9% |
| 1Y | -12.7% | +14.5% | -27.2% | -18.6% |
| 3Y | +26.7% | -6.1% | +32.8% | +13.9% |
| 5Y | -29.3% | -27.3% | -2.0% | -39.8% |
| All | -32.4% | +1,017.4% | -1,049.8% | -66.7% |
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 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