-27.7%
BABA vs MLM
+30.6%
-58.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.8% | +4.2% |
| 7D | +8.6% | -1.2% | +9.8% | +8.9% |
| 30D | -1.1% | +7.9% | -9.0% | -3.6% |
| 3M | -15.9% | -4.5% | -11.5% | -15.0% |
| 6M | -17.5% | -12.6% | -4.9% | -14.8% |
| YTD | -25.6% | -14.9% | -10.7% | -22.9% |
| 1Y | -33.8% | -13.1% | -20.8% | -32.0% |
| 3Y | +34.6% | +21.2% | +13.4% | +15.9% |
| 5Y | -27.7% | +32.0% | -59.7% | -43.0% |
| All | -27.7% | +30.6% | -58.3% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling