+30.0%
BABA vs MCK
+112.2%
-82.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.9% |
| 7D | -2.9% | -4.4% | +1.5% | -3.4% |
| 30D | -15.1% | -2.2% | -12.9% | -15.2% |
| 3M | -5.0% | +11.6% | -16.6% | -3.8% |
| 6M | -19.9% | -4.9% | -15.0% | -19.7% |
| YTD | -25.3% | +7.7% | -33.0% | -24.0% |
| 1Y | -23.9% | +25.2% | -49.1% | -20.9% |
| All | +30.0% | +112.2% | -82.1% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling