-39.9%
BABA vs MXL
-14.5%
-25.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.7% | -5.4% | -6.9% |
| 7D | -12.7% | +33.1% | -45.7% | -15.4% |
| 30D | -14.9% | -33.5% | +18.6% | -12.1% |
| 3M | -24.6% | -20.7% | -4.0% | -24.5% |
| 6M | -29.3% | -35.9% | +6.5% | -29.5% |
| YTD | -35.0% | +238.3% | -273.3% | -52.6% |
| 1Y | -39.7% | +296.2% | -335.9% | -57.4% |
| 3Y | +21.2% | +254.1% | -232.9% | -25.1% |
| 5Y | -39.9% | -14.1% | -25.7% | -46.7% |
| All | -39.9% | -14.5% | -25.4% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling