+15.6%
BABA vs MLM
+190.7%
-175.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.8% | +3.9% |
| 7D | +8.6% | -1.2% | +9.8% | +8.8% |
| 30D | -1.1% | +7.9% | -9.0% | -3.1% |
| 3M | -15.9% | -4.5% | -11.5% | -15.2% |
| 6M | -17.5% | -12.6% | -4.9% | -15.4% |
| YTD | -25.6% | -14.9% | -10.7% | -23.4% |
| 1Y | -33.8% | -13.1% | -20.8% | -32.3% |
| 3Y | +34.6% | +21.2% | +13.4% | +23.9% |
| 5Y | -27.7% | +32.0% | -59.7% | -36.0% |
| All | +15.6% | +190.7% | -175.2% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling