+15.7%
MCHP vs AMC
-12.8%
+28.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.3% |
| 7D | +0.3% | -6.8% | +7.2% | +0.7% |
| 30D | -9.8% | +1.7% | -11.4% | -9.9% |
| 3M | -19.7% | +26.8% | -46.5% | -20.7% |
| 6M | +13.6% | +117.7% | -104.1% | +4.5% |
| YTD | +16.5% | +57.7% | -41.2% | +10.8% |
| 1Y | +15.7% | -12.5% | +28.1% | +19.3% |
| All | +15.7% | -12.8% | +28.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling