+3,869.4%
AMD vs MCHP
+32,492.8%
-28,623.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -10.0% | +21.1% | +16.4% |
| 7D | -11.0% | -24.6% | +13.5% | +3.0% |
| 30D | -30.5% | -25.2% | -5.3% | -18.9% |
| 3M | -8.2% | -21.1% | +12.8% | +3.1% |
| 6M | +6.6% | -42.7% | +49.2% | +43.6% |
| YTD | +109.7% | -6.9% | +116.5% | +115.4% |
| 1Y | +88.9% | +0.9% | +88.0% | +84.9% |
| 3Y | +301.8% | -16.2% | +318.0% | +313.4% |
| 5Y | +229.4% | -24.1% | +253.5% | +268.5% |
| 10Y | +6,745.1% | +134.1% | +6,611.0% | +4,215.4% |
| All | +3,869.4% | +32,492.8% | -28,623.4% | +1,260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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