-13.2%
MCHP vs AME
+64.2%
-77.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -1.1% |
| 7D | +5.7% | +5.9% | -0.2% | -0.8% |
| 30D | -13.4% | -1.9% | -11.5% | -11.3% |
| 3M | -20.1% | -5.4% | -14.8% | -14.8% |
| 6M | -35.5% | +4.9% | -40.4% | -37.9% |
| YTD | -1.6% | +18.5% | -20.0% | -16.5% |
| 1Y | +15.5% | +25.5% | -10.0% | -7.5% |
| 3Y | -13.2% | +63.0% | -76.2% | -47.2% |
| All | -13.2% | +64.2% | -77.4% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling