+27.1%
BABA vs MTB
+109.6%
-82.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | -11.9% | -4.2% | -7.7% | -11.4% |
| 3M | -9.3% | +8.9% | -18.1% | -10.5% |
| 6M | -14.2% | +10.9% | -25.1% | -15.7% |
| YTD | -22.0% | +21.5% | -43.5% | -24.3% |
| 1Y | -12.7% | +21.9% | -34.6% | -15.4% |
| All | +27.1% | +109.6% | -82.5% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling