+301.3%
MCD vs AMBA
+837.3%
-535.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -2.8% | -11.0% | +8.1% | -2.3% |
| 30D | -6.0% | -23.2% | +17.1% | -4.8% |
| 3M | -5.6% | -12.7% | +7.1% | -5.6% |
| 6M | -21.9% | +11.2% | -33.1% | -23.2% |
| YTD | -14.7% | -11.2% | -3.5% | -15.3% |
| 1Y | -17.3% | -22.5% | +5.3% | -17.6% |
| 3Y | -2.2% | -1.3% | -0.8% | -6.0% |
| 5Y | +20.3% | -54.2% | +74.5% | +18.0% |
| 10Y | +180.7% | -6.1% | +186.8% | +150.2% |
| All | +301.3% | +837.3% | -535.9% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling