+13.3%
MCD vs BABA
+32.5%
-19.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | +7.3% | +2.4% | +4.9% | +7.1% |
| 30D | +20.0% | -7.8% | +27.7% | +20.3% |
| 3M | +3.8% | -22.4% | +26.2% | +4.7% |
| 6M | +3.8% | -26.0% | +29.7% | +4.8% |
| YTD | -5.9% | -29.3% | +23.4% | -5.0% |
| 1Y | -3.2% | -37.5% | +34.3% | -1.9% |
| 3Y | +13.3% | +31.9% | -18.6% | +9.2% |
| All | +13.3% | +32.5% | -19.2% | +9.2% |
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 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