+213.4%
MCD vs AMBA
-6.6%
+220.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.7% | -0.3% |
| 7D | +8.0% | -14.6% | +22.6% | +8.9% |
| 30D | +19.6% | -18.8% | +38.4% | +20.8% |
| 3M | +2.2% | -32.6% | +34.8% | +4.1% |
| 6M | -1.1% | -25.8% | +24.7% | -0.8% |
| YTD | -7.2% | -22.1% | +14.9% | -7.6% |
| 1Y | -6.7% | -36.2% | +29.5% | -6.1% |
| 3Y | +11.6% | +10.0% | +1.6% | +4.5% |
| 5Y | +22.6% | -71.6% | +94.2% | +25.2% |
| All | +213.4% | -6.6% | +220.0% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling