-27.7%
BABA vs MP
-13.9%
-13.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.7% | +3.8% |
| 7D | +8.6% | -19.0% | +27.5% | +12.8% |
| 30D | -1.1% | -30.5% | +29.4% | +5.6% |
| 3M | -15.9% | -29.6% | +13.7% | -11.1% |
| 6M | -17.5% | -50.4% | +32.9% | -7.6% |
| YTD | -25.6% | -33.2% | +7.6% | -22.6% |
| 1Y | -33.8% | -38.6% | +4.7% | -30.6% |
| 3Y | +34.6% | +105.5% | -70.9% | -9.3% |
| 5Y | -27.7% | -7.8% | -19.8% | -41.1% |
| All | -27.7% | -13.9% | -13.7% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling