+14.4%
BABA vs MKTX
+5.1%
+9.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -2.9% | -0.2% | -2.8% | -2.9% |
| 30D | -15.1% | +0.8% | -15.9% | -15.2% |
| 3M | -5.0% | +41.1% | -46.2% | -13.3% |
| 6M | -19.9% | -9.5% | -10.4% | -18.7% |
| YTD | -25.3% | -8.7% | -16.6% | -24.5% |
| 1Y | -23.9% | -10.0% | -13.9% | -23.1% |
| 3Y | +28.1% | -24.6% | +52.7% | +30.9% |
| 5Y | -31.4% | -60.3% | +28.9% | -17.9% |
| All | +14.4% | +5.1% | +9.3% | +12.1% |
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