+938.2%
MU vs BABA
-40.0%
+978.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | -13.8% | +26.6% | +17.4% |
| 30D | -14.9% | -15.1% | +0.2% | -11.3% |
| 3M | -18.0% | -22.7% | +4.7% | -12.5% |
| 6M | -3.1% | -34.7% | +31.6% | +8.1% |
| YTD | +172.9% | -35.0% | +207.9% | +203.3% |
| 1Y | +228.8% | -40.4% | +269.3% | +275.2% |
| 3Y | +950.8% | +21.9% | +928.9% | +848.0% |
| All | +938.2% | -40.0% | +978.3% | +871.2% |
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