-39.9%
BABA vs MPC
+603.7%
-643.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.5% | -9.5% | -7.5% |
| 7D | -12.7% | +9.4% | -22.1% | -14.3% |
| 30D | -14.9% | -13.4% | -1.4% | -12.6% |
| 3M | -24.6% | +18.9% | -43.5% | -28.1% |
| 6M | -29.3% | +64.9% | -94.3% | -37.8% |
| YTD | -35.0% | +156.8% | -191.8% | -50.0% |
| 1Y | -39.7% | +113.2% | -152.9% | -51.1% |
| 3Y | +21.2% | +201.8% | -180.6% | -13.0% |
| 5Y | -39.9% | +601.4% | -641.2% | -70.9% |
| All | -39.9% | +603.7% | -643.6% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling