-3.5%
MCD vs BABA
-36.6%
+33.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +1.9% |
| 7D | +5.9% | +3.8% | +2.1% | +5.8% |
| 30D | +19.6% | -5.4% | +25.0% | +19.5% |
| 3M | +3.3% | -17.9% | +21.2% | +3.1% |
| 6M | +3.5% | -24.1% | +27.6% | +3.5% |
| YTD | -6.1% | -27.4% | +21.3% | -6.5% |
| All | -3.5% | -36.6% | +33.1% | -6.9% |
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