+5.5%
BABA vs MULL
+1,303.2%
-1,297.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.3% | -3.7% | -6.9% |
| 7D | -12.7% | +43.3% | -56.0% | -14.4% |
| 30D | -14.9% | -37.4% | +22.6% | -13.5% |
| 3M | -24.6% | -36.8% | +12.2% | -23.8% |
| 6M | -29.3% | -36.9% | +7.5% | -32.3% |
| YTD | -35.0% | +250.7% | -285.7% | -48.6% |
| 1Y | -39.7% | +337.6% | -377.3% | -53.9% |
| All | +5.5% | +1,303.2% | -1,297.7% | -33.4% |
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