-29.9%
BABA vs MCO
+31.5%
-61.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.5% |
| 7D | -0.2% | -2.7% | +2.6% | +0.9% |
| 30D | -12.3% | +0.9% | -13.2% | -12.7% |
| 3M | -5.3% | +8.7% | -14.0% | -9.0% |
| 6M | -13.1% | +2.4% | -15.5% | -14.7% |
| YTD | -22.4% | -5.2% | -17.3% | -21.6% |
| 1Y | -19.5% | -4.4% | -15.1% | -19.3% |
| 3Y | +32.9% | +45.1% | -12.2% | +2.2% |
| 5Y | -29.9% | +31.5% | -61.4% | -48.9% |
| All | -29.9% | +31.5% | -61.3% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling