+28.2%
BABA vs MXL
+731.0%
-702.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.3% | +0.5% |
| 7D | -4.8% | +1.6% | -6.4% | -5.0% |
| 30D | -11.9% | -7.0% | -4.9% | -11.7% |
| 3M | -9.3% | -33.4% | +24.1% | -7.3% |
| 6M | -14.2% | +260.2% | -274.4% | -39.2% |
| YTD | -22.0% | +260.0% | -282.0% | -45.0% |
| 1Y | -12.7% | +303.5% | -316.2% | -40.4% |
| 3Y | +26.7% | +160.4% | -133.8% | -16.3% |
| 5Y | -29.3% | +14.7% | -44.0% | -46.1% |
| 10Y | +21.2% | +215.6% | -194.4% | -33.5% |
| All | +28.2% | +731.0% | -702.8% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling