-31.3%
BABA vs MKC
-33.7%
+2.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.4% |
| 7D | -4.8% | -5.9% | +1.1% | -3.8% |
| 30D | -11.9% | -0.9% | -11.0% | -11.8% |
| 3M | -9.3% | +12.7% | -22.0% | -11.4% |
| 6M | -14.2% | -19.3% | +5.1% | -10.7% |
| YTD | -22.0% | -22.2% | +0.1% | -18.4% |
| 1Y | -12.7% | -23.3% | +10.6% | -8.5% |
| 3Y | +26.7% | -30.0% | +56.6% | +35.4% |
| All | -31.3% | -33.7% | +2.4% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling