+26.6%
BABA vs MULL
+2,561.4%
-2,534.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.8% | -10.5% | +0.6% |
| 7D | -4.8% | +17.3% | -22.1% | -5.7% |
| 30D | -11.9% | +23.5% | -35.4% | -13.3% |
| 3M | -9.3% | -24.0% | +14.7% | -10.9% |
| 6M | -14.2% | +276.7% | -291.0% | -29.1% |
| YTD | -22.0% | +565.1% | -587.1% | -39.7% |
| 1Y | -12.7% | +2,802.6% | -2,815.3% | -42.5% |
| All | +26.6% | +2,561.4% | -2,534.7% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling