+199.5%
MCHP vs AME
+445.1%
-245.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +0.5% |
| 7D | 0.0% | +1.7% | -1.7% | -1.6% |
| 30D | -6.0% | -6.4% | +0.4% | +0.3% |
| 3M | -19.7% | +7.1% | -26.8% | -24.3% |
| 6M | +14.0% | +8.2% | +5.9% | +6.9% |
| YTD | +18.4% | +18.2% | +0.3% | +2.0% |
| 1Y | +17.1% | +26.7% | -9.6% | -6.0% |
| 3Y | +0.7% | +60.7% | -60.0% | -35.3% |
| 5Y | +5.1% | +91.6% | -86.5% | -41.8% |
| All | +199.5% | +445.1% | -245.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling