+201.4%
MCHP vs BABA
+14.2%
+187.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.4% |
| 7D | +0.3% | -2.2% | +2.5% | +1.0% |
| 30D | -9.8% | -17.3% | +7.6% | -4.3% |
| 3M | -19.7% | -7.8% | -11.9% | -18.2% |
| 6M | +13.6% | -16.8% | +30.3% | +19.2% |
| YTD | +16.5% | -24.7% | +41.2% | +25.4% |
| 1Y | +15.7% | -24.9% | +40.6% | +23.8% |
| 3Y | 0.0% | +29.1% | -29.1% | -14.4% |
| 5Y | +4.4% | -30.5% | +34.9% | +4.0% |
| 10Y | +201.4% | +16.7% | +184.7% | +131.6% |
| All | +201.4% | +14.2% | +187.2% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling