-35.9%
BABA vs MKC
-23.7%
-12.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.8% |
| 7D | +3.8% | -1.9% | +5.7% | +3.5% |
| 30D | -5.4% | +8.0% | -13.4% | -4.3% |
| 3M | -17.9% | -8.6% | -9.3% | -18.8% |
| 6M | -24.1% | +1.1% | -25.1% | -23.2% |
| YTD | -27.4% | -27.7% | +0.2% | -32.7% |
| All | -35.9% | -23.7% | -12.2% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling