-1.5%
MCD vs BABA
+27.3%
-28.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -2.8% | -4.8% | +1.9% | -2.7% |
| 30D | -6.0% | -11.9% | +5.9% | -5.6% |
| 3M | -5.6% | -9.3% | +3.7% | -5.3% |
| 6M | -21.9% | -14.2% | -7.6% | -21.5% |
| YTD | -14.7% | -22.0% | +7.3% | -14.2% |
| 1Y | -17.3% | -12.7% | -4.6% | -17.6% |
| All | -1.5% | +27.3% | -28.8% | -5.0% |
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