+25.2%
MCK vs AMBA
-21.5%
+46.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.3% |
| 7D | -4.4% | +7.1% | -11.5% | -4.0% |
| 30D | -2.2% | -18.1% | +15.9% | -3.3% |
| 3M | +11.6% | +8.4% | +3.2% | +12.4% |
| 6M | -4.9% | +25.7% | -30.6% | -3.8% |
| YTD | +7.7% | -4.2% | +11.9% | +9.1% |
| 1Y | +25.2% | -18.7% | +43.9% | +27.0% |
| All | +25.2% | -21.5% | +46.8% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling