+34.5%
BABA vs MPC
+163.4%
-128.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.6% | +3.2% |
| 7D | +8.6% | -12.8% | +21.3% | +10.6% |
| 30D | -1.1% | -12.7% | +11.6% | +0.6% |
| 3M | -15.9% | +27.1% | -43.0% | -20.5% |
| 6M | -17.5% | +45.8% | -63.3% | -24.3% |
| YTD | -25.6% | +134.7% | -160.3% | -40.3% |
| 1Y | -33.8% | +106.0% | -139.9% | -44.9% |
| All | +34.5% | +163.4% | -128.8% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling