+339.8%
MCD vs AMBA
+807.9%
-468.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.3% | +6.6% |
| 7D | +11.9% | -8.1% | +19.9% | +12.3% |
| 30D | +20.2% | -10.8% | +31.0% | +20.8% |
| 3M | +5.2% | -25.9% | +31.1% | +6.5% |
| 6M | 0.0% | -13.9% | +13.9% | -0.4% |
| YTD | -6.5% | -14.0% | +7.5% | -7.2% |
| 1Y | -3.9% | -25.7% | +21.7% | -4.1% |
| 3Y | +12.5% | +21.5% | -9.0% | +6.4% |
| 5Y | +24.2% | -68.9% | +93.2% | +25.1% |
| 10Y | +220.9% | +5.2% | +215.7% | +184.8% |
| All | +339.8% | +807.9% | -468.1% | +238.0% |
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