+26.0%
BABA vs MULL
+2,481.0%
-2,455.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.3% |
| 7D | -0.2% | +14.0% | -14.2% | -1.0% |
| 30D | -12.3% | +24.8% | -37.1% | -13.7% |
| 3M | -5.3% | -16.1% | +10.8% | -7.5% |
| 6M | -13.1% | +330.9% | -344.0% | -29.0% |
| YTD | -22.4% | +545.0% | -567.4% | -39.9% |
| 1Y | -19.5% | +2,427.1% | -2,446.6% | -46.4% |
| All | +26.0% | +2,481.0% | -2,455.1% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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