-30.5%
BABA vs MXL
+34.9%
-65.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.5% | -10.4% | -3.7% |
| 7D | -2.2% | +19.0% | -21.1% | -4.1% |
| 30D | -17.3% | +4.5% | -21.8% | -18.2% |
| 3M | -7.8% | -1.5% | -6.3% | -10.6% |
| 6M | -16.8% | +348.6% | -365.4% | -40.0% |
| YTD | -24.7% | +310.3% | -334.9% | -45.1% |
| 1Y | -24.9% | +344.7% | -369.7% | -46.6% |
| 3Y | +29.1% | +211.2% | -182.1% | -12.5% |
| 5Y | -30.5% | +34.8% | -65.4% | -39.6% |
| All | -30.5% | +34.9% | -65.4% | -39.6% |
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