+11.2%
MCD vs BABA
+32.7%
-21.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | +8.0% | +8.6% | -0.5% | +7.6% |
| 30D | +19.6% | -1.1% | +20.7% | +19.6% |
| 3M | +2.2% | -15.9% | +18.1% | +2.7% |
| 6M | -1.1% | -17.5% | +16.4% | -0.6% |
| YTD | -7.2% | -25.6% | +18.4% | -6.6% |
| 1Y | -6.7% | -33.8% | +27.1% | -5.6% |
| All | +11.2% | +32.7% | -21.5% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling