+21.9%
BABA vs MKC
-21.4%
+43.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -13.8% | -3.0% | -10.8% | -13.5% |
| 30D | -15.1% | +4.8% | -19.9% | -15.4% |
| 3M | -22.7% | -12.8% | -9.9% | -21.9% |
| 6M | -34.7% | +5.0% | -39.7% | -35.1% |
| YTD | -35.0% | -29.1% | -6.0% | -32.2% |
| 1Y | -40.4% | -26.4% | -14.0% | -38.4% |
| 3Y | +21.9% | -21.6% | +43.5% | +26.1% |
| All | +21.9% | -21.4% | +43.3% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling