-22.7%
MCHP vs AMC
-99.3%
+76.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +1.9% | -12.0% | -10.2% |
| 7D | -24.6% | +2.6% | -27.2% | -24.7% |
| 30D | -25.2% | +9.0% | -34.2% | -25.7% |
| 3M | -21.1% | +22.2% | -43.2% | -22.6% |
| 6M | -42.7% | +91.5% | -134.1% | -46.8% |
| YTD | -6.9% | +101.3% | -108.2% | -14.7% |
| 1Y | +0.9% | +20.8% | -19.9% | -3.3% |
| 3Y | -16.2% | -71.3% | +55.1% | -12.9% |
| All | -22.7% | -99.3% | +76.6% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling