-45.2%
MDB vs AMBA
-72.1%
+26.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -9.4% | +2.2% | -3.5% |
| 7D | -20.9% | -14.6% | -6.3% | -15.6% |
| 30D | -15.6% | -18.8% | +3.2% | -8.1% |
| 3M | -19.1% | -32.6% | +13.5% | -5.5% |
| 6M | +14.2% | -25.8% | +40.0% | +19.0% |
| YTD | -27.4% | -22.1% | -5.3% | -27.4% |
| 1Y | -13.0% | -36.2% | +23.2% | -6.3% |
| 3Y | -11.2% | +10.0% | -21.2% | -37.3% |
| 5Y | -45.2% | -71.6% | +26.4% | -35.4% |
| All | -45.2% | -72.1% | +26.9% | -35.4% |
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