+10.5%
MCD vs AMBA
+16.7%
-6.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.7% | -0.4% |
| 7D | +7.1% | -7.2% | +14.4% | +7.0% |
| 30D | +19.8% | -10.4% | +30.1% | +19.6% |
| 3M | +0.8% | -30.1% | +30.9% | +0.3% |
| 6M | -1.3% | -22.4% | +21.1% | -1.5% |
| YTD | -7.8% | -17.3% | +9.6% | -7.9% |
| 1Y | -5.0% | -35.4% | +30.4% | -5.1% |
| 3Y | +10.5% | +18.6% | -8.1% | +7.3% |
| All | +10.5% | +16.7% | -6.2% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling