+193.4%
MCD vs BABA
+8.5%
+184.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -13.8% | +12.1% | -0.6% |
| 30D | +14.1% | -15.1% | +29.2% | +15.5% |
| 3M | +0.6% | -22.7% | +23.3% | +2.4% |
| 6M | 0.0% | -34.7% | +34.7% | +2.9% |
| YTD | -9.3% | -35.0% | +25.8% | -6.9% |
| 1Y | -9.3% | -40.4% | +31.1% | -6.4% |
| 3Y | +8.6% | +21.9% | -13.3% | +4.1% |
| 5Y | +21.9% | -39.9% | +61.8% | +23.4% |
| All | +193.4% | +8.5% | +184.9% | +191.5% |
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