-35.5%
MCHP vs AME
+4.4%
-39.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -1.3% |
| 7D | +5.7% | +5.9% | -0.2% | -2.5% |
| 30D | -13.4% | -1.9% | -11.5% | -10.8% |
| 3M | -20.1% | -5.4% | -14.8% | -11.9% |
| 6M | -35.5% | +4.9% | -40.4% | -40.4% |
| All | -35.5% | +4.4% | -39.9% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling