+173.6%
MDY vs AMBA
+12.8%
+160.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +2.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.6% |
| 30D | +1.3% | -8.6% | +9.9% | +2.8% |
| 3M | -4.1% | -29.0% | +24.9% | +1.7% |
| 6M | +1.0% | -19.2% | +20.2% | +1.2% |
| YTD | +13.3% | -13.0% | +26.3% | +10.6% |
| 1Y | +15.7% | -31.3% | +47.0% | +17.8% |
| 3Y | +59.6% | +28.1% | +31.4% | +34.3% |
| 5Y | +36.3% | -69.4% | +105.8% | +42.0% |
| 10Y | +173.6% | +7.6% | +166.0% | +89.8% |
| All | +173.6% | +12.8% | +160.8% | +89.8% |
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