-25.4%
BABA vs MXL
-40.9%
+15.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.4% | -12.5% | -1.0% |
| 7D | -3.6% | +5.5% | -9.0% | -3.4% |
| 30D | -8.4% | -32.6% | +24.3% | -8.1% |
| 3M | -20.6% | -13.1% | -7.5% | -20.3% |
| 6M | -25.4% | -41.4% | +16.0% | -25.1% |
| All | -25.4% | -40.9% | +15.5% | -25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling