+11.7%
BABA vs MCO
+453.0%
-441.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -13.8% | +0.5% | -14.3% | -13.9% |
| 30D | -15.1% | +9.8% | -24.9% | -18.6% |
| 3M | -22.7% | +4.3% | -27.0% | -24.3% |
| 6M | -34.7% | +16.5% | -51.1% | -39.4% |
| YTD | -35.0% | +0.1% | -35.2% | -36.2% |
| 1Y | -40.4% | +4.4% | -44.9% | -42.7% |
| 3Y | +21.9% | +51.6% | -29.7% | -4.6% |
| 5Y | -39.9% | +36.7% | -76.6% | -51.7% |
| All | +11.7% | +453.0% | -441.3% | -56.7% |
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