+17.8%
BABA vs MULL
+1,100.2%
-1,082.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +12.3% | -16.0% | -4.3% |
| 7D | +3.8% | -27.1% | +30.9% | +4.9% |
| 30D | -5.4% | -54.2% | +48.9% | -2.1% |
| 3M | -17.9% | -42.0% | +24.0% | -16.7% |
| 6M | -24.1% | -43.5% | +19.4% | -26.9% |
| YTD | -27.4% | +199.9% | -227.4% | -42.0% |
| 1Y | -36.1% | +292.8% | -328.9% | -50.9% |
| All | +17.8% | +1,100.2% | -1,082.3% | -24.9% |
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