-14.3%
MLM vs AMBA
-32.7%
+18.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -8.0% | -2.0% |
| 7D | -4.1% | -7.2% | +3.1% | -4.0% |
| 30D | +8.2% | -10.4% | +18.5% | +8.3% |
| 3M | -3.6% | -30.1% | +26.5% | -3.0% |
| 6M | -15.6% | -22.4% | +6.9% | -16.2% |
| YTD | -16.4% | -17.3% | +0.9% | -18.6% |
| 1Y | -14.3% | -35.4% | +21.0% | -15.7% |
| All | -14.3% | -32.7% | +18.4% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling