+16.3%
BABA vs MCO
+502.1%
-485.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | +2.4% | +1.4% | +1.0% | +1.7% |
| 30D | -7.8% | +10.0% | -17.8% | -11.8% |
| 3M | -22.4% | +7.0% | -29.4% | -25.0% |
| 6M | -26.0% | +13.7% | -39.7% | -30.9% |
| YTD | -29.3% | +0.6% | -29.9% | -30.8% |
| 1Y | -37.5% | +6.2% | -43.7% | -40.5% |
| 3Y | +31.9% | +51.9% | -20.0% | +2.5% |
| 5Y | -33.4% | +37.5% | -70.9% | -46.8% |
| 10Y | +15.7% | +459.4% | -443.7% | -58.7% |
| All | +16.3% | +502.1% | -485.9% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling