+855.4%
MU vs BABA
+34.4%
+821.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.7% |
| 7D | -22.0% | +11.6% | -33.6% | -24.9% |
| 30D | -36.6% | +2.3% | -38.9% | -37.2% |
| 3M | -21.7% | -13.7% | -8.0% | -18.7% |
| 6M | +3.5% | -21.9% | +25.5% | +11.2% |
| YTD | +141.9% | -24.6% | +166.6% | +161.2% |
| 1Y | +189.8% | -34.1% | +223.9% | +227.5% |
| 3Y | +855.4% | +36.3% | +819.1% | +726.0% |
| All | +855.4% | +34.4% | +821.0% | +726.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling