+27.1%
BABA vs MLM
+15.1%
+12.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | -4.8% | -2.9% | -1.9% | -4.4% |
| 30D | -11.9% | -6.8% | -5.1% | -11.1% |
| 3M | -9.3% | -11.2% | +2.0% | -8.2% |
| 6M | -14.2% | -21.8% | +7.6% | -11.5% |
| YTD | -22.0% | -17.0% | -5.1% | -20.4% |
| 1Y | -12.7% | -16.4% | +3.7% | -11.0% |
| All | +27.1% | +15.1% | +12.0% | +20.8% |
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