+0.7%
MCHP vs AMP
+66.7%
-65.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.1% |
| 7D | 0.0% | -0.5% | +0.6% | +0.4% |
| 30D | -6.0% | -1.3% | -4.7% | -5.3% |
| 3M | -19.7% | +24.2% | -43.9% | -32.6% |
| 6M | +14.0% | +24.6% | -10.5% | -5.3% |
| YTD | +18.4% | +14.8% | +3.6% | +3.0% |
| 1Y | +17.1% | +12.8% | +4.3% | +3.4% |
| 3Y | +0.7% | +69.0% | -68.3% | -42.1% |
| All | +0.7% | +66.7% | -65.9% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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