+11.7%
BABA vs MMM
+75.7%
-64.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.4% | -5.7% | -6.6% |
| 7D | -12.7% | -0.8% | -11.9% | -12.4% |
| 30D | -14.9% | +14.4% | -29.3% | -19.0% |
| 3M | -24.6% | +1.8% | -26.4% | -25.4% |
| 6M | -29.3% | +31.3% | -60.6% | -36.4% |
| YTD | -35.0% | +18.0% | -53.0% | -39.3% |
| 1Y | -39.7% | +10.9% | -50.6% | -42.5% |
| 3Y | +21.2% | +160.6% | -139.4% | -18.4% |
| 5Y | -39.9% | +44.5% | -84.4% | -49.3% |
| All | +11.7% | +75.7% | -64.0% | -7.7% |
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