-31.4%
BABA vs MCK
+342.6%
-374.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -2.9% | -4.4% | +1.5% | -3.2% |
| 30D | -15.1% | -2.2% | -12.9% | -15.2% |
| 3M | -5.0% | +11.6% | -16.6% | -4.4% |
| 6M | -19.9% | -4.9% | -15.0% | -19.7% |
| YTD | -25.3% | +7.7% | -33.0% | -24.6% |
| 1Y | -23.9% | +25.2% | -49.1% | -22.5% |
| 3Y | +28.1% | +112.1% | -84.0% | +32.6% |
| 5Y | -31.4% | +345.8% | -377.2% | -38.5% |
| All | -31.4% | +342.6% | -374.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling