+186.5%
MLM vs AMBA
-6.6%
+193.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.4% | +4.3% | -3.7% |
| 7D | -1.2% | -14.6% | +13.3% | +1.2% |
| 30D | +7.9% | -18.8% | +26.7% | +11.2% |
| 3M | -4.5% | -32.6% | +28.1% | +1.0% |
| 6M | -12.6% | -25.8% | +13.2% | -11.8% |
| YTD | -14.9% | -22.1% | +7.3% | -15.5% |
| 1Y | -13.1% | -36.2% | +23.1% | -11.3% |
| 3Y | +21.2% | +10.0% | +11.2% | +5.6% |
| 5Y | +32.0% | -71.6% | +103.6% | +37.2% |
| All | +186.5% | -6.6% | +193.1% | +109.6% |
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