+237.6%
MDT vs AMBA
+772.6%
-535.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -3.4% |
| 7D | +5.4% | -7.2% | +12.7% | +6.0% |
| 30D | +19.1% | -10.4% | +29.4% | +19.9% |
| 3M | +19.5% | -30.1% | +49.6% | +22.5% |
| 6M | +33.5% | -22.4% | +55.9% | +33.5% |
| YTD | +8.7% | -17.3% | +26.0% | +7.4% |
| 1Y | +16.8% | -35.4% | +52.2% | +17.8% |
| 3Y | +53.0% | +18.6% | +34.4% | +39.8% |
| 5Y | -2.9% | -69.8% | +66.9% | -1.9% |
| 10Y | +61.4% | +1.1% | +60.3% | +33.3% |
| All | +237.6% | +772.6% | -535.0% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling