-17.3%
MCHP vs AMT
-15.7%
-1.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +5.7% | +1.5% | +4.2% | +5.4% |
| 30D | -13.4% | +6.8% | -20.3% | -14.6% |
| 3M | -20.1% | +11.2% | -31.3% | -22.0% |
| 6M | -35.5% | +12.5% | -48.0% | -37.7% |
| YTD | -1.6% | +12.5% | -14.1% | -5.4% |
| 1Y | +15.5% | +10.1% | +5.4% | +11.7% |
| 3Y | -13.2% | +16.0% | -29.2% | -23.5% |
| All | -17.3% | -15.7% | -1.7% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling