+28.2%
BABA vs MDY
+207.4%
-179.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -11.9% | -1.5% | -10.4% | -11.0% |
| 3M | -9.3% | +0.8% | -10.0% | -10.1% |
| 6M | -14.2% | +7.4% | -21.7% | -19.1% |
| YTD | -22.0% | +15.2% | -37.2% | -30.2% |
| 1Y | -12.7% | +16.5% | -29.3% | -22.5% |
| 3Y | +26.7% | +46.8% | -20.1% | -7.5% |
| 5Y | -29.3% | +46.0% | -75.4% | -47.8% |
| 10Y | +21.2% | +172.1% | -150.8% | -45.5% |
| All | +28.2% | +207.4% | -179.3% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling