+11.7%
BABA vs MDY
+165.7%
-154.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.9% | -6.2% |
| 7D | -12.7% | +3.0% | -15.7% | -14.6% |
| 30D | -14.9% | +0.8% | -15.7% | -15.6% |
| 3M | -24.6% | -5.1% | -19.5% | -21.9% |
| 6M | -29.3% | +1.2% | -30.5% | -30.4% |
| YTD | -35.0% | +12.5% | -47.5% | -40.7% |
| 1Y | -39.7% | +13.8% | -53.4% | -45.5% |
| 3Y | +21.2% | +56.4% | -35.3% | -14.9% |
| 5Y | -39.9% | +35.3% | -75.2% | -53.0% |
| All | +11.7% | +165.7% | -154.0% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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