+61.6%
MDT vs AMBA
+12.8%
+48.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +0.5% |
| 7D | +3.5% | 0.0% | +3.6% | +3.4% |
| 30D | +16.2% | -8.6% | +24.8% | +16.8% |
| 3M | +18.9% | -29.0% | +47.9% | +21.9% |
| 6M | +37.3% | -19.2% | +56.5% | +36.8% |
| YTD | +9.7% | -13.0% | +22.7% | +7.8% |
| 1Y | +15.2% | -31.3% | +46.4% | +15.6% |
| 3Y | +61.8% | +28.1% | +33.6% | +44.9% |
| 5Y | -1.4% | -69.4% | +68.1% | +0.4% |
| 10Y | +61.6% | +7.6% | +53.9% | +23.1% |
| All | +61.6% | +12.8% | +48.8% | +23.1% |
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 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