+219.6%
MCHP vs BABA
+17.8%
+201.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.1% |
| 7D | -22.6% | +2.4% | -24.9% | -23.4% |
| 30D | -20.1% | -7.8% | -12.4% | -18.5% |
| 3M | -25.4% | -22.4% | -3.1% | -19.9% |
| 6M | -38.4% | -26.0% | -12.5% | -33.3% |
| YTD | -3.7% | -29.3% | +25.6% | +4.9% |
| 1Y | +11.7% | -37.5% | +49.2% | +26.4% |
| 3Y | -16.1% | +31.9% | -48.0% | -28.8% |
| 5Y | -16.9% | -33.4% | +16.5% | -17.4% |
| 10Y | +133.4% | +15.7% | +117.7% | +88.6% |
| All | +219.6% | +17.8% | +201.9% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling