-37.5%
BABA vs MDT
+14.1%
-51.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.3% |
| 7D | +2.4% | +2.7% | -0.4% | +1.8% |
| 30D | -7.8% | +14.8% | -22.6% | -9.6% |
| 3M | -22.4% | +14.6% | -36.9% | -24.0% |
| 6M | -26.0% | +35.7% | -61.7% | -29.0% |
| YTD | -29.3% | +8.5% | -37.7% | -28.5% |
| 1Y | -37.5% | +13.3% | -50.8% | -36.9% |
| All | -37.5% | +14.1% | -51.7% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling