-5.0%
MCD vs BABA
-34.6%
+29.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +7.1% | +11.6% | -4.5% | +6.8% |
| 30D | +19.8% | +2.3% | +17.5% | +19.5% |
| 3M | +0.8% | -13.7% | +14.5% | +0.6% |
| 6M | -1.3% | -21.9% | +20.6% | -1.4% |
| YTD | -7.8% | -24.6% | +16.9% | -8.2% |
| 1Y | -5.0% | -34.1% | +29.1% | -8.8% |
| All | -5.0% | -34.6% | +29.7% | -8.8% |
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