-10.0%
MCHP vs AMC
-58.4%
+48.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.3% | -2.9% | +4.7% |
| 7D | -19.2% | +6.6% | -25.8% | -19.5% |
| 30D | -18.6% | +14.1% | -32.7% | -19.3% |
| 3M | -27.0% | +31.3% | -58.2% | -28.4% |
| 6M | -37.3% | +126.7% | -163.9% | -41.7% |
| YTD | -1.8% | +117.9% | -119.8% | -9.3% |
| 1Y | +12.1% | +41.1% | -29.0% | +7.3% |
| 3Y | -10.0% | -61.0% | +51.0% | -6.1% |
| All | -10.0% | -58.4% | +48.4% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling