+6.0%
MCHP vs BABA
-30.9%
+36.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.1% |
| 7D | +1.7% | -4.8% | +6.5% | +2.9% |
| 30D | -4.1% | -11.9% | +7.8% | -1.3% |
| 3M | -22.5% | -9.3% | -13.3% | -21.0% |
| 6M | +7.3% | -14.2% | +21.5% | +10.5% |
| YTD | +18.4% | -22.0% | +40.4% | +24.1% |
| 1Y | +18.1% | -12.7% | +30.8% | +20.0% |
| 3Y | -2.8% | +26.7% | -29.4% | -11.8% |
| All | +6.0% | -30.9% | +36.9% | +0.5% |
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