+22.7%
MCD vs AMBA
-70.4%
+93.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.7% | -0.6% |
| 7D | +7.1% | -7.2% | +14.4% | +7.2% |
| 30D | +19.8% | -10.4% | +30.1% | +19.9% |
| 3M | +0.8% | -30.1% | +30.9% | +1.4% |
| 6M | -1.3% | -22.4% | +21.1% | -1.3% |
| YTD | -7.8% | -17.3% | +9.6% | -8.2% |
| 1Y | -5.0% | -35.4% | +30.4% | -4.6% |
| 3Y | +10.5% | +18.6% | -8.1% | +5.3% |
| All | +22.7% | -70.4% | +93.2% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling