+16.0%
BABA vs MLM
+199.9%
-183.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.0% |
| 7D | -4.8% | -2.9% | -1.9% | -4.1% |
| 30D | -11.9% | -6.8% | -5.1% | -10.4% |
| 3M | -9.3% | -11.2% | +2.0% | -7.1% |
| 6M | -14.2% | -21.8% | +7.6% | -9.3% |
| YTD | -22.0% | -17.0% | -5.1% | -19.0% |
| 1Y | -12.7% | -16.4% | +3.7% | -9.7% |
| 3Y | +26.7% | +14.5% | +12.2% | +18.3% |
| 5Y | -29.3% | +41.7% | -71.1% | -38.5% |
| All | +16.0% | +199.9% | -183.9% | -20.7% |
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