+15.6%
BABA vs MPC
+1,111.6%
-1,096.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.6% | +3.4% |
| 7D | +8.6% | -12.8% | +21.3% | +11.2% |
| 30D | -1.1% | -12.7% | +11.6% | +1.1% |
| 3M | -15.9% | +27.1% | -43.0% | -20.5% |
| 6M | -17.5% | +45.8% | -63.3% | -24.5% |
| YTD | -25.6% | +134.7% | -160.3% | -38.9% |
| 1Y | -33.8% | +106.0% | -139.9% | -44.2% |
| 3Y | +34.6% | +165.5% | -130.9% | +6.1% |
| 5Y | -27.7% | +540.9% | -568.6% | -52.9% |
| All | +15.6% | +1,111.6% | -1,096.0% | -26.6% |
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