+15.7%
BABA vs MLM
+149.0%
-133.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +2.4% | -2.9% | +5.2% | +3.0% |
| 30D | -7.8% | +10.4% | -18.2% | -10.3% |
| 3M | -22.4% | -3.7% | -18.6% | -21.9% |
| 6M | -26.0% | -10.3% | -15.7% | -24.6% |
| YTD | -29.3% | -14.8% | -14.5% | -27.1% |
| 1Y | -37.5% | -13.9% | -23.6% | -35.8% |
| 3Y | +31.9% | +18.4% | +13.5% | +21.8% |
| 5Y | -33.4% | +31.8% | -65.2% | -41.4% |
| 10Y | +15.7% | +143.4% | -127.7% | -19.2% |
| All | +15.7% | +149.0% | -133.3% | -19.2% |
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 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