+34.5%
BABA vs MMM
+159.9%
-125.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.4% |
| 7D | +8.6% | +5.9% | +2.7% | +7.0% |
| 30D | -1.1% | +14.7% | -15.8% | -4.4% |
| 3M | -15.9% | +3.6% | -19.5% | -16.8% |
| 6M | -17.5% | +32.7% | -50.3% | -23.6% |
| YTD | -25.6% | +18.9% | -44.5% | -29.2% |
| 1Y | -33.8% | +16.4% | -50.2% | -36.8% |
| All | +34.5% | +159.9% | -125.4% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling