-35.3%
BABA vs MLM
-11.4%
-23.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +4.7% |
| 7D | +4.3% | +9.1% | -4.8% | +3.5% |
| 30D | -5.0% | +14.6% | -19.6% | -6.2% |
| 3M | -18.4% | +0.3% | -18.7% | -18.4% |
| 6M | -20.3% | -7.5% | -12.8% | -19.4% |
| YTD | -27.5% | -10.2% | -17.3% | -27.3% |
| 1Y | -35.3% | -10.5% | -24.8% | -35.2% |
| All | -35.3% | -11.4% | -23.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling