+1,315.7%
MU vs BABA
-30.9%
+1,346.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.7% |
| 7D | +9.0% | -4.8% | +13.7% | +10.5% |
| 30D | +13.8% | -11.9% | +25.7% | +17.6% |
| 3M | +2.1% | -9.3% | +11.3% | +4.1% |
| 6M | +153.8% | -14.2% | +168.1% | +162.8% |
| YTD | +256.4% | -22.0% | +278.4% | +278.2% |
| 1Y | +719.8% | -12.7% | +732.5% | +743.1% |
| 3Y | +1,360.4% | +26.7% | +1,333.7% | +1,212.1% |
| All | +1,315.7% | -30.9% | +1,346.6% | +1,188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling