-24.9%
BABA vs MXL
+349.5%
-374.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.5% | -10.4% | -3.2% |
| 7D | -2.2% | +19.0% | -21.1% | -2.8% |
| 30D | -17.3% | +4.5% | -21.8% | -17.7% |
| 3M | -7.8% | -1.5% | -6.3% | -9.1% |
| 6M | -16.8% | +348.6% | -365.4% | -33.7% |
| YTD | -24.7% | +310.3% | -334.9% | -39.5% |
| 1Y | -24.9% | +344.7% | -369.7% | -41.4% |
| All | -24.9% | +349.5% | -374.4% | -41.4% |
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