-49.5%
BABA vs MP
+262.7%
-312.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.1% | +10.0% | +5.7% |
| 7D | +4.3% | -12.5% | +16.8% | +6.3% |
| 30D | -5.0% | -23.3% | +18.4% | -1.3% |
| 3M | -18.4% | -24.4% | +6.0% | -15.5% |
| 6M | -20.3% | -45.8% | +25.5% | -13.7% |
| YTD | -27.5% | -28.9% | +1.4% | -25.6% |
| 1Y | -35.3% | -34.6% | -0.7% | -33.2% |
| 3Y | +31.2% | +118.7% | -87.5% | +0.5% |
| 5Y | -32.1% | -3.1% | -29.1% | -41.4% |
| All | -49.5% | +262.7% | -312.2% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling