+15.7%
MCHP vs AMT
-6.0%
+21.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.3% | +1.5% | -1.1% | +0.6% |
| 30D | -9.8% | +3.7% | -13.5% | -9.1% |
| 3M | -19.7% | -7.2% | -12.5% | -19.0% |
| 6M | +13.6% | -4.2% | +17.7% | +13.8% |
| YTD | +16.5% | +1.9% | +14.6% | +17.2% |
| 1Y | +15.7% | -6.4% | +22.1% | +16.4% |
| All | +15.7% | -6.0% | +21.7% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling