+22.4%
BABA vs MULL
+968.6%
-946.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.1% | -7.8% | +0.8% |
| 7D | +11.6% | -42.7% | +54.3% | +14.3% |
| 30D | +2.3% | -63.8% | +66.0% | +7.2% |
| 3M | -13.7% | -49.0% | +35.4% | -11.7% |
| 6M | -21.9% | -38.2% | +16.3% | -26.0% |
| YTD | -24.6% | +167.0% | -191.7% | -39.4% |
| 1Y | -34.1% | +247.7% | -281.8% | -49.1% |
| All | +22.4% | +968.6% | -946.2% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling