+28.2%
BABA vs MLM
+340.7%
-312.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.0% |
| 7D | -4.8% | -2.9% | -1.9% | -4.0% |
| 30D | -11.9% | -6.8% | -5.1% | -10.4% |
| 3M | -9.3% | -11.2% | +2.0% | -7.0% |
| 6M | -14.2% | -21.8% | +7.6% | -9.2% |
| YTD | -22.0% | -17.0% | -5.1% | -18.9% |
| 1Y | -12.7% | -16.4% | +3.7% | -9.6% |
| 3Y | +26.7% | +14.5% | +12.2% | +18.2% |
| 5Y | -29.3% | +41.7% | -71.1% | -38.6% |
| 10Y | +21.2% | +200.0% | -178.8% | -19.6% |
| All | +28.2% | +340.7% | -312.5% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling