+53.0%
MDT vs AMBA
+16.7%
+36.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -2.9% |
| 7D | +5.4% | -7.2% | +12.7% | +5.5% |
| 30D | +19.1% | -10.4% | +29.4% | +19.0% |
| 3M | +19.5% | -30.1% | +49.6% | +19.6% |
| 6M | +33.5% | -22.4% | +55.9% | +33.1% |
| YTD | +8.7% | -17.3% | +26.0% | +7.8% |
| 1Y | +16.8% | -35.4% | +52.2% | +17.0% |
| 3Y | +53.0% | +18.6% | +34.4% | +42.7% |
| All | +53.0% | +16.7% | +36.2% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling