-45.2%
MDB vs AMBA
-70.4%
+25.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +0.3% |
| 7D | -11.4% | -7.2% | -4.1% | -8.6% |
| 30D | -13.8% | -10.4% | -3.4% | -9.8% |
| 3M | -15.5% | -30.1% | +14.7% | -2.7% |
| 6M | +17.9% | -22.4% | +40.4% | +20.7% |
| YTD | -25.5% | -17.3% | -8.1% | -27.2% |
| 1Y | -12.1% | -35.4% | +23.3% | -5.5% |
| 3Y | -5.9% | +18.6% | -24.5% | -35.7% |
| All | -45.2% | -70.4% | +25.2% | -36.9% |
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