+2,478.7%
MU vs BABA
+20.7%
+2,458.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.9% | -11.9% | -8.9% |
| 7D | -19.1% | +4.3% | -23.4% | -20.6% |
| 30D | -25.2% | -5.0% | -20.3% | -24.1% |
| 3M | -10.9% | -18.4% | +7.5% | -4.6% |
| 6M | +38.0% | -20.3% | +58.3% | +47.6% |
| YTD | +178.8% | -27.5% | +206.3% | +207.8% |
| 1Y | +265.1% | -35.3% | +300.5% | +321.9% |
| 3Y | +1,006.2% | +31.2% | +975.1% | +812.6% |
| 5Y | +1,027.5% | -32.1% | +1,059.6% | +1,016.9% |
| 10Y | +4,789.9% | +14.7% | +4,775.2% | +3,327.7% |
| All | +2,478.7% | +20.7% | +2,458.0% | +1,442.7% |
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