-10.6%
MDB vs AMBA
-34.9%
+24.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.9% |
| 7D | -1.0% | -2.6% | +1.6% | -0.4% |
| 30D | -14.0% | -10.5% | -3.5% | -11.8% |
| 3M | -20.3% | -26.4% | +6.1% | -15.5% |
| 6M | +10.9% | -20.9% | +31.7% | +11.7% |
| YTD | -20.9% | -14.8% | -6.1% | -24.3% |
| All | -10.6% | -34.9% | +24.2% | -9.5% |
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