-31.3%
BABA vs MPC
+645.9%
-677.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | +5.4% | -10.2% | -5.9% |
| 30D | -11.9% | +31.0% | -42.9% | -17.4% |
| 3M | -9.3% | +46.0% | -55.3% | -17.3% |
| 6M | -14.2% | +77.3% | -91.6% | -26.2% |
| YTD | -22.0% | +141.9% | -163.9% | -38.8% |
| 1Y | -12.7% | +120.9% | -133.6% | -29.7% |
| 3Y | +26.7% | +182.7% | -156.0% | -7.5% |
| All | -31.3% | +645.9% | -677.2% | -66.3% |
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