+16.7%
BABA vs MCO
+377.3%
-360.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.3% |
| 7D | -2.2% | -3.1% | +1.0% | -0.8% |
| 30D | -17.3% | -0.5% | -16.8% | -17.2% |
| 3M | -7.8% | +5.7% | -13.5% | -10.4% |
| 6M | -16.8% | +3.0% | -19.8% | -18.6% |
| YTD | -24.7% | -6.5% | -18.2% | -23.7% |
| 1Y | -24.9% | -5.8% | -19.2% | -24.5% |
| 3Y | +29.1% | +43.1% | -14.0% | +3.4% |
| 5Y | -30.5% | +29.5% | -60.0% | -43.0% |
| 10Y | +16.7% | +388.8% | -372.1% | -54.3% |
| All | +16.7% | +377.3% | -360.6% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling