+16.7%
BABA vs MKC
+26.1%
-9.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | -4.3% | +4.2% | +0.7% |
| 30D | -12.3% | -2.0% | -10.3% | -11.9% |
| 3M | -5.3% | +10.0% | -15.3% | -7.5% |
| 6M | -13.1% | -18.5% | +5.5% | -9.5% |
| YTD | -22.4% | -22.4% | 0.0% | -18.7% |
| 1Y | -19.5% | -23.6% | +4.1% | -15.4% |
| 3Y | +32.9% | -30.4% | +63.4% | +41.8% |
| 5Y | -29.9% | -34.2% | +4.3% | -25.3% |
| 10Y | +16.7% | +26.8% | -10.1% | +6.4% |
| All | +16.7% | +26.1% | -9.4% | +6.4% |
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