-0.7%
MDT vs AMBA
-68.7%
+68.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | -3.7% | +10.7% | -14.3% | -4.1% |
| 30D | +8.6% | -5.0% | +13.6% | +8.7% |
| 3M | +12.2% | -26.9% | +39.1% | +13.6% |
| 6M | +33.7% | -21.9% | +55.6% | +33.7% |
| YTD | +7.8% | -13.8% | +21.6% | +6.5% |
| 1Y | +8.9% | -36.1% | +45.0% | +9.8% |
| 3Y | +57.6% | +21.6% | +36.0% | +45.2% |
| 5Y | -0.7% | -68.8% | +68.1% | -2.9% |
| All | -0.7% | -68.7% | +68.1% | -2.9% |
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