+893.4%
MU vs BABA
-30.9%
+924.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.7% | +10.0% | +7.3% |
| 7D | -12.0% | +3.8% | -15.9% | -13.3% |
| 30D | -28.7% | -5.4% | -23.4% | -27.9% |
| 3M | -16.4% | -17.9% | +1.5% | -12.3% |
| 6M | -1.8% | -24.1% | +22.3% | +5.0% |
| YTD | +157.1% | -27.4% | +184.5% | +177.2% |
| 1Y | +208.5% | -36.1% | +244.6% | +245.5% |
| 3Y | +906.2% | +35.4% | +870.8% | +782.7% |
| 5Y | +893.4% | -30.1% | +923.5% | +798.6% |
| All | +893.4% | -30.9% | +924.3% | +798.6% |
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 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