+137.7%
MCHP vs AMT
+134.0%
+3.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -17.5% | -2.4% | -15.2% | -16.8% |
| 30D | -15.8% | +4.2% | -20.1% | -17.2% |
| 3M | -22.9% | +13.4% | -36.3% | -26.6% |
| 6M | -36.6% | +9.4% | -46.0% | -39.6% |
| YTD | -0.8% | +11.7% | -12.5% | -7.0% |
| 1Y | +16.5% | +7.1% | +9.4% | +11.2% |
| 3Y | -13.6% | +15.1% | -28.7% | -24.9% |
| 5Y | -17.0% | -17.9% | +0.9% | -15.7% |
| 10Y | +137.7% | +133.5% | +4.1% | +80.4% |
| All | +137.7% | +134.0% | +3.7% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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