+16.7%
BABA vs MDY
+170.4%
-153.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | 0.0% |
| 7D | -0.2% | +1.0% | -1.2% | -0.9% |
| 30D | -12.3% | -3.1% | -9.1% | -10.3% |
| 3M | -5.3% | +1.8% | -7.1% | -6.9% |
| 6M | -13.1% | +10.8% | -23.9% | -19.6% |
| YTD | -22.4% | +14.4% | -36.9% | -29.9% |
| 1Y | -19.5% | +15.2% | -34.7% | -27.6% |
| 3Y | +32.9% | +51.2% | -18.2% | -4.0% |
| 5Y | -29.9% | +47.2% | -77.1% | -48.0% |
| 10Y | +16.7% | +171.1% | -154.4% | -41.1% |
| All | +16.7% | +170.4% | -153.7% | -41.1% |
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