+36.3%
BABA vs MMM
+156.3%
-120.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +11.6% | +6.2% | +5.4% | +10.0% |
| 30D | +2.3% | +14.2% | -11.9% | -1.1% |
| 3M | -13.7% | +2.9% | -16.6% | -14.5% |
| 6M | -21.9% | +27.6% | -49.5% | -26.9% |
| YTD | -24.6% | +17.3% | -41.9% | -28.1% |
| 1Y | -34.1% | +15.1% | -49.2% | -36.9% |
| 3Y | +36.3% | +157.1% | -120.9% | +14.4% |
| All | +36.3% | +156.3% | -120.0% | +14.4% |
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 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