-12.7%
BABA vs MCK
+32.0%
-44.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.2% |
| 7D | -4.8% | +1.7% | -6.5% | -4.7% |
| 30D | -11.9% | +3.6% | -15.5% | -11.6% |
| 3M | -9.3% | +20.1% | -29.3% | -8.7% |
| 6M | -14.2% | -7.0% | -7.2% | -12.0% |
| YTD | -22.0% | +11.0% | -33.1% | -20.7% |
| 1Y | -12.7% | +31.8% | -44.5% | -12.4% |
| All | -12.7% | +32.0% | -44.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling