+21.9%
BABA vs MDY
+56.8%
-34.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -13.8% | +2.3% | -16.0% | -15.0% |
| 30D | -15.1% | +2.0% | -17.1% | -16.3% |
| 3M | -22.7% | -5.6% | -17.1% | -20.1% |
| 6M | -34.7% | +1.3% | -36.0% | -35.6% |
| YTD | -35.0% | +12.3% | -47.3% | -39.9% |
| 1Y | -40.4% | +15.8% | -56.2% | -45.9% |
| 3Y | +21.9% | +56.5% | -34.6% | -11.5% |
| All | +21.9% | +56.8% | -34.9% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling