The Alexa rank is based on a value derived from the number of users who visit that site as well as the number of pages on the site viewed by those users. Page Rank is important than the Alexa Rank..
If you are doing well in Google than you don't have to try any other SE for checking your site performance.
Alexa ranking shows how your site ranks in traffic compaired to your competition. Google does consider traffic as an SEO element. Therefore Alexa appears to have meaning. It doesn't, it's the traffic to you site only.
Alexa ranking is a must to concentrate if you are looking for advertisers for your Blog and making reviews if you don even have good PR.
Alexa ranking measures traffic volume. How much a site is getting traffic. According to that they rank a website....
Alexa is a famous search engine that provides extra information such as traffic rankings. An Alexa ranking is an indicator used to gauge site performance..
have a look on this article to know more about the importance of Alexa rankings.. http://tech4world.net/page-rank-or-alexa-rank.html