+107.4%
MKC vs AMBA
+772.6%
-665.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.4% | -3.5% |
| 7D | +2.3% | -7.2% | +9.6% | +2.5% |
| 30D | +8.1% | -10.4% | +18.5% | +8.3% |
| 3M | -6.4% | -30.1% | +23.7% | -5.7% |
| 6M | +1.8% | -22.4% | +24.2% | +1.8% |
| YTD | -26.9% | -17.3% | -9.5% | -27.2% |
| 1Y | -21.7% | -35.4% | +13.7% | -21.4% |
| 3Y | -18.7% | +18.6% | -37.4% | -21.7% |
| 5Y | -32.8% | -69.8% | +37.0% | -32.8% |
| 10Y | +27.0% | +1.1% | +25.9% | +14.2% |
| All | +107.4% | +772.6% | -665.1% | +60.7% |
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 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