+537.7%
MCHP vs AMBA
+837.3%
-299.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +1.7% | -11.0% | +12.7% | +5.5% |
| 30D | -4.1% | -23.2% | +19.1% | +4.3% |
| 3M | -22.5% | -12.7% | -9.8% | -21.0% |
| 6M | +7.3% | +11.2% | -3.9% | -0.5% |
| YTD | +18.4% | -11.2% | +29.6% | +16.8% |
| 1Y | +18.1% | -22.5% | +40.7% | +19.8% |
| 3Y | -2.8% | -1.3% | -1.5% | -12.5% |
| 5Y | +5.5% | -54.2% | +59.7% | +9.6% |
| 10Y | +185.8% | -6.1% | +191.9% | +124.8% |
| All | +537.7% | +837.3% | -299.5% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling