+11.7%
BABA vs MKTX
+12.8%
-1.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -12.7% | +0.2% | -12.9% | -12.7% |
| 30D | -14.9% | +0.9% | -15.8% | -15.1% |
| 3M | -24.6% | +2.5% | -27.2% | -25.1% |
| 6M | -29.3% | +18.6% | -47.9% | -32.8% |
| YTD | -35.0% | -7.1% | -27.9% | -34.6% |
| 1Y | -39.7% | -0.3% | -39.4% | -40.5% |
| 3Y | +21.2% | -22.3% | +43.5% | +23.4% |
| 5Y | -39.9% | -54.5% | +14.6% | -30.2% |
| All | +11.7% | +12.8% | -1.1% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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