+300.0%
MCD vs BABA
+23.9%
+276.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | +8.0% | +8.6% | -0.5% | +7.3% |
| 30D | +19.6% | -1.1% | +20.7% | +19.7% |
| 3M | +2.2% | -15.9% | +18.1% | +3.5% |
| 6M | -1.1% | -17.5% | +16.4% | +0.1% |
| YTD | -7.2% | -25.6% | +18.4% | -5.6% |
| 1Y | -6.7% | -33.8% | +27.1% | -4.2% |
| 3Y | +11.6% | +34.6% | -23.0% | +5.8% |
| 5Y | +22.6% | -27.7% | +50.3% | +21.2% |
| 10Y | +218.4% | +17.7% | +200.7% | +187.3% |
| All | +300.0% | +23.9% | +276.1% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling