+34.5%
BABA vs MLM
+20.9%
+13.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.8% | +3.3% |
| 7D | +8.6% | -1.2% | +9.8% | +8.7% |
| 30D | -1.1% | +7.9% | -9.0% | -2.1% |
| 3M | -15.9% | -4.5% | -11.5% | -15.5% |
| 6M | -17.5% | -12.6% | -4.9% | -16.3% |
| YTD | -25.6% | -14.9% | -10.7% | -24.4% |
| 1Y | -33.8% | -13.1% | -20.8% | -32.9% |
| All | +34.5% | +20.9% | +13.6% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling