-32.1%
MKC vs AMBA
-70.4%
+38.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.4% | -3.2% |
| 7D | +2.3% | -7.2% | +9.6% | +2.3% |
| 30D | +8.1% | -10.4% | +18.5% | +8.0% |
| 3M | -6.4% | -30.1% | +23.7% | -6.7% |
| 6M | +1.8% | -22.4% | +24.2% | +1.6% |
| YTD | -26.9% | -17.3% | -9.5% | -27.0% |
| 1Y | -21.7% | -35.4% | +13.7% | -21.6% |
| 3Y | -18.7% | +18.6% | -37.4% | -20.3% |
| All | -32.1% | -70.4% | +38.4% | -36.2% |
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