+357.7%
MCHP vs AMC
-98.1%
+455.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +1.3% |
| 7D | +1.7% | +2.3% | -0.6% | +1.6% |
| 30D | -4.1% | -0.7% | -3.3% | -4.1% |
| 3M | -22.5% | +35.2% | -57.7% | -23.6% |
| 6M | +7.3% | +124.6% | -117.3% | +3.7% |
| YTD | +18.4% | +69.9% | -51.5% | +15.3% |
| 1Y | +18.1% | -2.6% | +20.7% | +17.1% |
| 3Y | -2.8% | -79.8% | +77.0% | -1.3% |
| 5Y | +5.5% | -99.4% | +104.9% | +12.9% |
| 10Y | +185.8% | -98.9% | +284.7% | +201.5% |
| All | +357.7% | -98.1% | +455.8% | +311.8% |
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