+15.8%
BABA vs MTB
+136.2%
-120.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -4.2% |
| 7D | +3.8% | -0.8% | +4.6% | +4.0% |
| 30D | -5.4% | +2.4% | -7.8% | -5.9% |
| 3M | -17.9% | -10.5% | -7.4% | -16.0% |
| 6M | -24.1% | +6.4% | -30.5% | -25.4% |
| YTD | -27.4% | +12.8% | -40.3% | -29.7% |
| 1Y | -36.1% | +23.3% | -59.3% | -39.3% |
| 3Y | +35.4% | +108.2% | -72.9% | +11.2% |
| 5Y | -30.1% | +68.6% | -98.7% | -39.7% |
| 10Y | +15.8% | +125.3% | -109.4% | +15.1% |
| All | +15.8% | +136.2% | -120.4% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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