+20.2%
BABA vs MKC
+25.8%
-5.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | -3.6% | -7.0% | +3.4% | -2.2% |
| 30D | -8.4% | +4.1% | -12.4% | -9.1% |
| 3M | -20.6% | -10.3% | -10.3% | -19.0% |
| 6M | -25.4% | +1.7% | -27.1% | -26.1% |
| YTD | -30.1% | -29.1% | -1.0% | -25.6% |
| 1Y | -36.3% | -26.0% | -10.3% | -32.9% |
| 3Y | +30.4% | -21.5% | +51.8% | +34.2% |
| 5Y | -35.7% | -35.0% | -0.7% | -31.8% |
| All | +20.2% | +25.8% | -5.6% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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