-39.8%
BABA vs MTB
+61.4%
-101.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -13.8% | +1.5% | -15.3% | -14.2% |
| 30D | -15.1% | +2.3% | -17.4% | -15.8% |
| 3M | -22.7% | -12.1% | -10.6% | -19.7% |
| 6M | -34.7% | +9.8% | -44.5% | -36.9% |
| YTD | -35.0% | +12.0% | -47.0% | -37.8% |
| 1Y | -40.4% | +22.0% | -62.5% | -44.6% |
| 3Y | +21.9% | +107.6% | -85.7% | -12.4% |
| All | -39.8% | +61.4% | -101.1% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling