+131.0%
MCHP vs BABA
+15.0%
+116.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.7% | +9.1% | +6.6% |
| 7D | -19.2% | +3.8% | -23.0% | -20.5% |
| 30D | -18.6% | -5.4% | -13.2% | -17.5% |
| 3M | -26.9% | -17.9% | -9.0% | -22.9% |
| 6M | -37.2% | -24.1% | -13.2% | -32.4% |
| YTD | -1.8% | -27.4% | +25.6% | +6.3% |
| 1Y | +12.1% | -36.1% | +48.2% | +26.2% |
| 3Y | -10.0% | +35.4% | -45.4% | -24.6% |
| 5Y | -17.3% | -30.1% | +12.8% | -18.1% |
| 10Y | +131.0% | +15.8% | +115.2% | +80.9% |
| All | +131.0% | +15.0% | +116.0% | +80.9% |
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