+16.0%
BABA vs MPC
+1,131.7%
-1,115.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | +5.4% | -10.2% | -5.8% |
| 30D | -11.9% | +31.0% | -42.9% | -16.8% |
| 3M | -9.3% | +46.0% | -55.3% | -16.3% |
| 6M | -14.2% | +77.3% | -91.6% | -24.6% |
| YTD | -22.0% | +141.9% | -163.9% | -36.2% |
| 1Y | -12.7% | +120.9% | -133.6% | -27.1% |
| 3Y | +26.7% | +182.7% | -156.0% | -1.3% |
| 5Y | -29.3% | +646.4% | -675.8% | -55.4% |
| All | +16.0% | +1,131.7% | -1,115.8% | -35.0% |
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