-35.3%
BABA vs MCK
+31.3%
-66.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.0% | -2.1% | +4.9% |
| 7D | +4.3% | +11.3% | -7.0% | +4.5% |
| 30D | -5.0% | +16.8% | -21.8% | -4.5% |
| 3M | -18.4% | +28.9% | -47.3% | -17.3% |
| 6M | -20.3% | +32.7% | -52.9% | -18.9% |
| YTD | -27.5% | +30.8% | -58.3% | -25.7% |
| 1Y | -35.3% | +27.6% | -62.9% | -33.4% |
| All | -35.3% | +31.3% | -66.6% | -33.4% |
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