-50.7%
BABA vs MP
+268.3%
-319.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.0% | -9.1% | -6.6% |
| 7D | +2.4% | -3.6% | +6.0% | +2.8% |
| 30D | -7.8% | -21.0% | +13.2% | -4.7% |
| 3M | -22.4% | -33.3% | +10.9% | -18.1% |
| 6M | -26.0% | -45.9% | +19.9% | -20.0% |
| YTD | -29.3% | -27.8% | -1.4% | -27.7% |
| 1Y | -37.5% | -43.2% | +5.7% | -34.0% |
| 3Y | +31.9% | +144.0% | -112.1% | -0.9% |
| 5Y | -33.4% | -6.1% | -27.3% | -42.5% |
| All | -50.7% | +268.3% | -319.0% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling