+61.3%
MDT vs AMBA
+7.9%
+53.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | -3.2% | +2.6% | -5.8% | -3.5% |
| 30D | +10.5% | -3.6% | +14.1% | +10.7% |
| 3M | +13.0% | -24.6% | +37.6% | +15.2% |
| 6M | +38.7% | -21.6% | +60.3% | +38.7% |
| YTD | +8.5% | -11.8% | +20.3% | +6.4% |
| 1Y | +10.0% | -33.2% | +43.2% | +10.8% |
| 3Y | +58.6% | +24.5% | +34.1% | +42.6% |
| 5Y | -0.3% | -67.7% | +67.4% | +0.8% |
| 10Y | +61.3% | +4.7% | +56.5% | +22.7% |
| All | +61.3% | +7.9% | +53.4% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling