+15.7%
BABA vs MDT
+58.3%
-42.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.1% |
| 7D | +2.4% | +2.7% | -0.4% | +1.2% |
| 30D | -7.8% | +14.8% | -22.6% | -12.8% |
| 3M | -22.4% | +14.6% | -36.9% | -26.7% |
| 6M | -26.0% | +35.7% | -61.7% | -35.2% |
| YTD | -29.3% | +8.5% | -37.7% | -32.1% |
| 1Y | -37.5% | +13.3% | -50.8% | -41.2% |
| 3Y | +31.9% | +58.6% | -26.7% | +6.6% |
| 5Y | -33.4% | -2.6% | -30.8% | -35.2% |
| 10Y | +15.7% | +60.0% | -44.3% | -12.0% |
| All | +15.7% | +58.3% | -42.6% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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