+3,196.0%
MU vs BABA
+29.8%
+3,166.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.6% |
| 7D | +9.0% | -4.8% | +13.7% | +11.0% |
| 30D | +13.8% | -11.9% | +25.7% | +18.9% |
| 3M | +2.1% | -9.3% | +11.3% | +4.5% |
| 6M | +153.8% | -14.2% | +168.1% | +165.1% |
| YTD | +256.4% | -22.0% | +278.4% | +284.4% |
| 1Y | +719.8% | -12.7% | +732.5% | +743.8% |
| 3Y | +1,360.4% | +26.7% | +1,333.7% | +1,128.1% |
| 5Y | +1,312.4% | -29.3% | +1,341.8% | +1,277.5% |
| 10Y | +6,142.6% | +21.2% | +6,121.3% | +4,205.7% |
| All | +3,196.0% | +29.8% | +3,166.1% | +1,826.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling