-39.8%
BABA vs MCK
+403.3%
-443.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.1% |
| 7D | -13.8% | +4.0% | -17.7% | -13.6% |
| 30D | -15.1% | +12.9% | -28.0% | -14.6% |
| 3M | -22.7% | +28.9% | -51.6% | -21.7% |
| 6M | -34.7% | +49.9% | -84.6% | -33.2% |
| YTD | -35.0% | +34.8% | -69.9% | -33.6% |
| 1Y | -40.4% | +30.8% | -71.2% | -39.2% |
| 3Y | +21.9% | +137.4% | -115.5% | +28.7% |
| All | -39.8% | +403.3% | -443.1% | -50.7% |
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