-36.3%
BABA vs MXL
+299.7%
-336.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.4% | -12.5% | -1.4% |
| 7D | -3.6% | +5.5% | -9.0% | -3.8% |
| 30D | -8.4% | -32.6% | +24.3% | -7.4% |
| 3M | -20.6% | -13.1% | -7.5% | -20.7% |
| 6M | -25.4% | -41.4% | +16.0% | -25.0% |
| YTD | -30.1% | +243.9% | -274.1% | -42.4% |
| 1Y | -36.3% | +305.1% | -341.4% | -47.7% |
| All | -36.3% | +299.7% | -336.0% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling