+17.1%
BABA vs MDT
+59.2%
-42.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +2.4% |
| 7D | +11.6% | +5.4% | +6.2% | +9.3% |
| 30D | +2.3% | +19.1% | -16.8% | -4.8% |
| 3M | -13.7% | +19.5% | -33.1% | -19.8% |
| 6M | -21.9% | +33.5% | -55.4% | -31.2% |
| YTD | -24.6% | +8.7% | -33.3% | -27.8% |
| 1Y | -34.1% | +16.8% | -50.9% | -38.8% |
| 3Y | +36.3% | +53.0% | -16.7% | +11.8% |
| 5Y | -26.7% | -2.9% | -23.9% | -28.6% |
| All | +17.1% | +59.2% | -42.1% | -11.5% |
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