-30.1%
BABA vs MMM
+48.2%
-78.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.3% |
| 7D | +3.8% | +5.8% | -1.9% | +1.8% |
| 30D | -5.4% | +17.9% | -23.3% | -10.5% |
| 3M | -17.9% | +3.6% | -21.5% | -19.1% |
| 6M | -24.1% | +32.9% | -57.0% | -31.5% |
| YTD | -27.4% | +19.5% | -46.9% | -32.2% |
| 1Y | -36.1% | +16.5% | -52.6% | -39.8% |
| 3Y | +35.4% | +167.2% | -131.8% | -7.9% |
| 5Y | -30.1% | +48.2% | -78.3% | -36.7% |
| All | -30.1% | +48.2% | -78.3% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling