+211.4%
MLM vs AMBA
+10.7%
+200.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | +9.1% | -8.1% | +17.2% | +10.5% |
| 30D | +14.6% | -10.8% | +25.4% | +16.4% |
| 3M | +0.3% | -25.9% | +26.2% | +4.5% |
| 6M | -7.5% | -13.9% | +6.4% | -8.9% |
| YTD | -10.2% | -14.0% | +3.8% | -12.3% |
| 1Y | -10.5% | -25.7% | +15.2% | -10.9% |
| 3Y | +27.8% | +21.5% | +6.4% | +9.6% |
| 5Y | +38.9% | -68.9% | +107.9% | +42.5% |
| 10Y | +211.4% | +5.2% | +206.2% | +124.7% |
| All | +211.4% | +10.7% | +200.7% | +124.7% |
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 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