+292.9%
MCHP vs BABA
+29.8%
+263.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.0% |
| 7D | +1.7% | -4.8% | +6.5% | +3.2% |
| 30D | -4.1% | -11.9% | +7.8% | -0.5% |
| 3M | -22.5% | -9.3% | -13.3% | -20.6% |
| 6M | +7.3% | -14.2% | +21.5% | +11.4% |
| YTD | +18.4% | -22.0% | +40.4% | +25.8% |
| 1Y | +18.1% | -12.7% | +30.8% | +20.2% |
| 3Y | -2.8% | +26.7% | -29.4% | -15.8% |
| 5Y | +5.5% | -29.3% | +34.8% | +3.1% |
| 10Y | +185.8% | +21.2% | +164.6% | +128.3% |
| All | +292.9% | +29.8% | +263.1% | +178.0% |
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