+16.0%
BABA vs MXL
+191.0%
-175.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.4% | -12.5% | -2.7% |
| 7D | -3.6% | +5.5% | -9.0% | -5.1% |
| 30D | -8.4% | -32.6% | +24.3% | -4.7% |
| 3M | -20.6% | -13.1% | -7.5% | -21.6% |
| 6M | -25.4% | -41.4% | +16.0% | -24.6% |
| YTD | -30.1% | +243.9% | -274.1% | -51.7% |
| 1Y | -36.3% | +305.1% | -341.4% | -57.5% |
| 3Y | +30.4% | +260.1% | -229.7% | -22.5% |
| 5Y | -35.7% | -12.1% | -23.7% | -48.9% |
| 10Y | +16.0% | +182.8% | -166.8% | -35.8% |
| All | +16.0% | +191.0% | -175.0% | -35.8% |
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