+15.2%
BABA vs MCK
+442.8%
-427.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.5% | -2.9% | -0.6% | -3.2% |
| 30D | -12.7% | +0.4% | -13.1% | -12.8% |
| 3M | -3.0% | +12.1% | -15.1% | -4.2% |
| 6M | -19.1% | -5.4% | -13.6% | -18.7% |
| YTD | -24.7% | +7.8% | -32.5% | -25.6% |
| 1Y | -29.0% | +22.9% | -52.0% | -30.8% |
| 3Y | +30.9% | +110.7% | -79.8% | +17.9% |
| 5Y | -30.9% | +346.2% | -377.1% | -45.7% |
| All | +15.2% | +442.8% | -427.6% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling