+211.3%
MCD vs BABA
+15.0%
+196.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +2.1% |
| 7D | +5.9% | +3.8% | +2.1% | +5.6% |
| 30D | +19.6% | -5.4% | +25.0% | +20.1% |
| 3M | +3.3% | -17.9% | +21.2% | +4.6% |
| 6M | +3.5% | -24.1% | +27.6% | +5.3% |
| YTD | -6.1% | -27.4% | +21.3% | -4.4% |
| 1Y | -3.7% | -36.1% | +32.4% | -1.1% |
| 3Y | +13.4% | +35.4% | -22.0% | +7.9% |
| 5Y | +25.2% | -30.1% | +55.3% | +24.9% |
| 10Y | +211.3% | +15.8% | +195.4% | +216.2% |
| All | +211.3% | +15.0% | +196.3% | +216.2% |
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