+42,373.8%
MCHP vs AME
+13,284.3%
+29,089.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.6% |
| 7D | +1.7% | +0.6% | +1.1% | +1.3% |
| 30D | -4.1% | -6.7% | +2.6% | +0.1% |
| 3M | -22.5% | +4.1% | -26.6% | -23.8% |
| 6M | +7.3% | +1.6% | +5.7% | +7.4% |
| YTD | +18.4% | +16.1% | +2.2% | +9.6% |
| 1Y | +18.1% | +27.3% | -9.2% | +3.6% |
| 3Y | -2.8% | +50.9% | -53.6% | -21.7% |
| 5Y | +5.5% | +81.4% | -75.9% | -22.0% |
| 10Y | +185.8% | +417.0% | -231.1% | +26.5% |
| All | +42,373.8% | +13,284.3% | +29,089.5% | +4,320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling