-13.2%
MCHP vs AMBA
+21.7%
-34.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | +5.7% | +2.7% | +3.0% | +4.6% |
| 30D | -13.4% | -2.2% | -11.3% | -12.7% |
| 3M | -20.1% | -26.6% | +6.5% | -10.4% |
| 6M | -35.5% | -26.8% | -8.7% | -31.0% |
| YTD | -1.6% | -15.1% | +13.6% | -3.7% |
| 1Y | +15.5% | -32.3% | +47.7% | +23.2% |
| 3Y | -13.2% | +19.8% | -33.0% | -38.5% |
| All | -13.2% | +21.7% | -34.9% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 3y: compounded portfolio wealth divided by compounded AMBA 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…
3y analysis · Full analysis span regression · 6 months rolling