-17.3%
MCD vs AMBA
-20.7%
+3.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.6% |
| 7D | -2.8% | -11.0% | +8.1% | -3.3% |
| 30D | -6.0% | -23.2% | +17.1% | -7.1% |
| 3M | -5.6% | -12.7% | +7.1% | -5.8% |
| 6M | -21.9% | +11.2% | -33.1% | -21.0% |
| YTD | -14.7% | -11.2% | -3.5% | -14.6% |
| 1Y | -17.3% | -22.5% | +5.3% | -18.1% |
| All | -17.3% | -20.7% | +3.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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