-29.9%
BABA vs MTCH
-73.0%
+43.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -0.2% | -1.8% | +1.6% | +0.5% |
| 30D | -12.3% | +10.4% | -22.7% | -15.6% |
| 3M | -5.3% | +21.0% | -26.3% | -12.4% |
| 6M | -13.1% | +36.6% | -49.7% | -23.4% |
| YTD | -22.4% | +29.7% | -52.1% | -30.7% |
| 1Y | -19.5% | +8.6% | -28.1% | -23.2% |
| 3Y | +32.9% | -2.7% | +35.7% | +26.8% |
| 5Y | -29.9% | -72.9% | +43.1% | +16.2% |
| All | -29.9% | -73.0% | +43.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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