+16.0%
BABA vs MMM
+54.3%
-38.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -4.8% | -3.3% | -1.4% | -3.6% |
| 30D | -11.9% | -7.0% | -4.9% | -9.6% |
| 3M | -9.3% | +10.8% | -20.1% | -13.0% |
| 6M | -14.2% | +5.8% | -20.0% | -16.4% |
| YTD | -22.0% | +6.8% | -28.8% | -24.4% |
| 1Y | -12.7% | +10.4% | -23.1% | -16.6% |
| 3Y | +26.7% | +104.7% | -78.0% | -6.3% |
| 5Y | -29.3% | +23.6% | -52.9% | -36.9% |
| All | +16.0% | +54.3% | -38.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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