-12.7%
BABA vs MCO
+0.4%
-13.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.4% |
| 7D | -4.8% | -4.2% | -0.6% | -4.4% |
| 30D | -11.9% | +2.2% | -14.1% | -12.0% |
| 3M | -9.3% | +10.1% | -19.4% | -10.0% |
| 6M | -14.2% | +5.3% | -19.5% | -14.9% |
| YTD | -22.0% | -2.7% | -19.3% | -20.5% |
| 1Y | -12.7% | -0.4% | -12.3% | -8.2% |
| All | -12.7% | +0.4% | -13.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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