+22.3%
BABA vs MMM
+121.7%
-99.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.8% |
| 7D | +8.6% | +5.9% | +2.7% | +6.2% |
| 30D | -1.1% | +14.7% | -15.8% | -6.3% |
| 3M | -15.9% | +3.6% | -19.5% | -17.3% |
| 6M | -17.5% | +32.7% | -50.3% | -26.6% |
| YTD | -25.6% | +18.9% | -44.5% | -31.0% |
| 1Y | -33.8% | +16.4% | -50.2% | -38.2% |
| 3Y | +34.6% | +159.8% | -125.2% | -11.6% |
| 5Y | -27.7% | +47.2% | -74.8% | -40.1% |
| 10Y | +17.7% | +86.5% | -68.8% | -19.7% |
| All | +22.3% | +121.7% | -99.4% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling