+28.2%
BABA vs MDT
+89.7%
-61.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.8% |
| 7D | -4.8% | +3.2% | -8.0% | -6.0% |
| 30D | -11.9% | +9.5% | -21.4% | -15.3% |
| 3M | -9.3% | +16.0% | -25.2% | -15.2% |
| 6M | -14.2% | +0.2% | -14.5% | -14.9% |
| YTD | -22.0% | -0.3% | -21.8% | -22.6% |
| 1Y | -12.7% | +4.7% | -17.4% | -15.3% |
| 3Y | +26.7% | +26.5% | +0.1% | +11.7% |
| 5Y | -29.3% | -18.2% | -11.1% | -25.8% |
| 10Y | +21.2% | +40.0% | -18.8% | -5.9% |
| All | +28.2% | +89.7% | -61.6% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling