+6.1%
MCHP vs AMT
-31.2%
+37.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.8% | -0.2% | +2.9% | +2.8% |
| 30D | -12.8% | +1.8% | -14.7% | -13.2% |
| 3M | -19.2% | -6.2% | -13.0% | -18.3% |
| 6M | +14.5% | -5.0% | +19.5% | +15.1% |
| YTD | +17.1% | +2.1% | +15.1% | +15.1% |
| 1Y | +15.3% | -5.7% | +21.1% | +15.7% |
| 3Y | +0.5% | +7.9% | -7.5% | -10.5% |
| 5Y | +6.1% | -32.3% | +38.4% | +10.7% |
| All | +6.1% | -31.2% | +37.3% | +10.7% |
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