+347.1%
MCK vs AMBA
-50.1%
+397.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | +0.4% |
| 7D | -3.6% | +2.5% | -6.1% | -3.5% |
| 30D | +1.4% | -16.1% | +17.6% | +1.2% |
| 3M | +13.8% | +4.6% | +9.2% | +14.0% |
| 6M | -5.2% | +29.2% | -34.3% | -4.9% |
| YTD | +9.0% | -2.9% | +11.9% | +9.3% |
| 1Y | +26.9% | -18.7% | +45.6% | +27.1% |
| 3Y | +114.7% | +14.9% | +99.9% | +115.5% |
| 5Y | +347.1% | -53.0% | +400.1% | +342.8% |
| All | +347.1% | -50.1% | +397.2% | +342.8% |
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