-22.7%
MCHP vs BABA
-28.1%
+5.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +1.3% | -11.3% | -10.3% |
| 7D | -24.6% | +11.6% | -36.2% | -26.7% |
| 30D | -25.2% | +2.3% | -27.5% | -25.9% |
| 3M | -21.1% | -13.7% | -7.4% | -18.6% |
| 6M | -42.7% | -21.9% | -20.8% | -39.7% |
| YTD | -6.9% | -24.6% | +17.8% | -1.8% |
| 1Y | +0.9% | -34.1% | +35.0% | +9.7% |
| 3Y | -16.2% | +36.3% | -52.5% | -25.5% |
| All | -22.7% | -28.1% | +5.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling