+205.9%
MCD vs BABA
+14.9%
+191.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.5% |
| 7D | -1.9% | -3.6% | +1.6% | -1.7% |
| 30D | +16.6% | -8.4% | +25.0% | +17.3% |
| 3M | +0.9% | -20.6% | +21.5% | +2.5% |
| 6M | +1.5% | -25.4% | +26.8% | +3.4% |
| YTD | -8.3% | -30.1% | +21.8% | -6.4% |
| 1Y | -8.1% | -36.3% | +28.2% | -5.6% |
| 3Y | +10.3% | +30.4% | -20.0% | +5.3% |
| 5Y | +23.4% | -35.7% | +59.1% | +24.3% |
| 10Y | +205.9% | +16.0% | +189.9% | +214.1% |
| All | +205.9% | +14.9% | +191.0% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling