+36.3%
BABA vs MKC
-18.6%
+54.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.6% |
| 7D | +11.6% | +2.3% | +9.3% | +11.4% |
| 30D | +2.3% | +8.1% | -5.8% | +1.6% |
| 3M | -13.7% | -6.4% | -7.3% | -13.2% |
| 6M | -21.9% | +1.8% | -23.7% | -22.1% |
| YTD | -24.6% | -26.9% | +2.2% | -21.5% |
| 1Y | -34.1% | -21.7% | -12.4% | -32.6% |
| 3Y | +36.3% | -18.7% | +55.0% | +39.1% |
| All | +36.3% | -18.6% | +54.8% | +39.1% |
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