-31.3%
BABA vs MMM
+24.5%
-55.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -4.8% | -3.3% | -1.4% | -3.7% |
| 30D | -11.9% | -7.0% | -4.9% | -9.8% |
| 3M | -9.3% | +10.8% | -20.1% | -12.7% |
| 6M | -14.2% | +5.8% | -20.0% | -16.3% |
| YTD | -22.0% | +6.8% | -28.8% | -24.2% |
| 1Y | -12.7% | +10.4% | -23.1% | -16.3% |
| 3Y | +26.7% | +104.7% | -78.0% | -3.4% |
| All | -31.3% | +24.5% | -55.8% | -37.2% |
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