-45.7%
BABA vs MP
+450.8%
-496.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | -4.8% | -2.9% | -1.9% | -4.3% |
| 30D | -11.9% | +13.8% | -25.7% | -14.0% |
| 3M | -9.3% | -16.7% | +7.4% | -7.5% |
| 6M | -14.2% | -11.5% | -2.8% | -14.1% |
| YTD | -22.0% | +7.9% | -30.0% | -24.7% |
| 1Y | -12.7% | -15.0% | +2.3% | -14.2% |
| 3Y | +26.7% | +153.5% | -126.9% | -4.4% |
| 5Y | -29.3% | +58.7% | -88.0% | -42.8% |
| All | -45.7% | +450.8% | -496.5% | -51.9% |
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