+1,027.2%
MCK vs AMBA
+837.3%
+189.9%
-54.1%
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% | -1.4% |
| 7D | +1.7% | -11.0% | +12.7% | +2.4% |
| 30D | +3.6% | -23.2% | +26.8% | +5.1% |
| 3M | +20.1% | -12.7% | +32.8% | +20.0% |
| 6M | -7.0% | +11.2% | -18.2% | -9.0% |
| YTD | +11.0% | -11.2% | +22.2% | +10.0% |
| 1Y | +31.8% | -22.5% | +54.4% | +31.2% |
| 3Y | +123.1% | -1.3% | +124.5% | +113.0% |
| 5Y | +351.7% | -54.2% | +405.8% | +341.4% |
| 10Y | +435.4% | -6.1% | +441.5% | +350.3% |
| All | +1,027.2% | +837.3% | +189.9% | +691.1% |
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