-3.9%
MCD vs BABA
-34.7%
+30.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.9% | +1.6% | +6.4% |
| 7D | +11.9% | +4.3% | +7.6% | +11.7% |
| 30D | +20.2% | -5.0% | +25.2% | +20.2% |
| 3M | +5.2% | -18.4% | +23.5% | +5.0% |
| 6M | 0.0% | -20.3% | +20.3% | 0.0% |
| YTD | -6.5% | -27.5% | +21.0% | -6.9% |
| 1Y | -3.9% | -35.3% | +31.4% | -7.4% |
| All | -3.9% | -34.7% | +30.7% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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