+17.1%
BABA vs MPC
+1,096.9%
-1,079.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +11.6% | -16.2% | +27.8% | +15.3% |
| 30D | +2.3% | -15.7% | +18.0% | +5.3% |
| 3M | -13.7% | +24.9% | -38.6% | -18.2% |
| 6M | -21.9% | +52.7% | -74.6% | -29.1% |
| YTD | -24.6% | +131.9% | -156.5% | -38.0% |
| 1Y | -34.1% | +96.6% | -130.7% | -43.9% |
| 3Y | +36.3% | +163.8% | -127.5% | +7.5% |
| 5Y | -26.7% | +533.1% | -559.9% | -52.2% |
| All | +17.1% | +1,096.9% | -1,079.8% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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