+3,971.9%
MU vs BABA
+16.2%
+3,955.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.6% |
| 7D | -22.0% | +11.6% | -33.6% | -25.5% |
| 30D | -36.6% | +2.3% | -38.9% | -37.4% |
| 3M | -21.7% | -13.7% | -8.0% | -18.2% |
| 6M | +3.5% | -21.9% | +25.5% | +11.4% |
| YTD | +141.9% | -24.6% | +166.6% | +162.1% |
| 1Y | +189.8% | -34.1% | +223.9% | +230.8% |
| 3Y | +855.4% | +36.3% | +819.1% | +681.8% |
| 5Y | +869.2% | -26.7% | +895.9% | +841.9% |
| All | +3,971.9% | +16.2% | +3,955.7% | +3,278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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