+28.2%
BABA vs MCO
+481.9%
-453.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.2% |
| 7D | -4.8% | -4.2% | -0.6% | -3.0% |
| 30D | -11.9% | +2.2% | -14.1% | -12.8% |
| 3M | -9.3% | +10.1% | -19.4% | -13.6% |
| 6M | -14.2% | +5.3% | -19.5% | -17.0% |
| YTD | -22.0% | -2.7% | -19.3% | -22.4% |
| 1Y | -12.7% | -0.4% | -12.3% | -14.4% |
| 3Y | +26.7% | +49.0% | -22.4% | -0.8% |
| 5Y | -29.3% | +33.6% | -63.0% | -42.9% |
| 10Y | +21.2% | +395.3% | -374.1% | -53.8% |
| All | +28.2% | +481.9% | -453.7% | -54.5% |
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