+195.2%
MCD vs BABA
+8.5%
+186.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.1% | +6.6% | +0.1% |
| 7D | -1.6% | -12.7% | +11.1% | -0.6% |
| 30D | +16.0% | -14.9% | +30.9% | +17.4% |
| 3M | 0.0% | -24.6% | +24.6% | +1.9% |
| 6M | +0.9% | -29.3% | +30.3% | +3.2% |
| YTD | -8.7% | -35.0% | +26.3% | -6.3% |
| 1Y | -8.6% | -39.7% | +31.1% | -5.7% |
| 3Y | +9.9% | +21.2% | -11.3% | +5.3% |
| 5Y | +22.6% | -39.9% | +62.5% | +24.1% |
| All | +195.2% | +8.5% | +186.8% | +193.2% |
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