+3,769.8%
MCHP vs AMT
+1,311.4%
+2,458.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -4.1% | +4.6% | -8.7% | -5.4% |
| 3M | -22.5% | -8.4% | -14.1% | -21.3% |
| 6M | +7.3% | -6.0% | +13.3% | +8.0% |
| YTD | +18.4% | +2.1% | +16.3% | +16.1% |
| 1Y | +18.1% | -6.4% | +24.5% | +18.5% |
| 3Y | -2.8% | +8.1% | -10.8% | -8.7% |
| 5Y | +5.5% | -31.9% | +37.4% | +12.2% |
| 10Y | +185.8% | +97.1% | +88.7% | +127.5% |
| All | +3,769.8% | +1,311.4% | +2,458.4% | +1,393.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling