+272.3%
MCHP vs AMC
-97.5%
+369.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.0% |
| 7D | -22.6% | +5.5% | -28.0% | -22.7% |
| 30D | -20.1% | +16.1% | -36.3% | -20.5% |
| 3M | -25.4% | +43.0% | -68.4% | -26.4% |
| 6M | -38.4% | +130.7% | -169.1% | -40.5% |
| YTD | -3.7% | +121.8% | -125.5% | -7.1% |
| 1Y | +11.7% | +40.7% | -28.9% | +9.4% |
| 3Y | -16.1% | -56.8% | +40.7% | -16.4% |
| 5Y | -16.9% | -99.1% | +82.2% | -12.0% |
| 10Y | +133.4% | -98.7% | +232.1% | +150.4% |
| All | +272.3% | -97.5% | +369.8% | +231.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling