+16.7%
BABA vs MXL
+273.2%
-256.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.5% | -10.4% | -4.0% |
| 7D | -2.2% | +19.0% | -21.1% | -4.7% |
| 30D | -17.3% | +4.5% | -21.8% | -18.5% |
| 3M | -7.8% | -1.5% | -6.3% | -11.3% |
| 6M | -16.8% | +348.6% | -365.4% | -43.2% |
| YTD | -24.7% | +310.3% | -334.9% | -48.0% |
| 1Y | -24.9% | +344.7% | -369.7% | -49.5% |
| 3Y | +29.1% | +211.2% | -182.1% | -17.6% |
| 5Y | -30.5% | +34.8% | -65.4% | -48.0% |
| 10Y | +16.7% | +286.5% | -269.8% | -39.3% |
| All | +16.7% | +273.2% | -256.5% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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