+21.5%
MLM vs AMBA
+10.0%
+11.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.4% | +4.3% | -4.4% |
| 7D | -1.2% | -14.6% | +13.3% | 0.0% |
| 30D | +7.9% | -18.8% | +26.7% | +9.6% |
| 3M | -4.5% | -32.6% | +28.1% | -1.6% |
| 6M | -12.6% | -25.8% | +13.2% | -12.4% |
| YTD | -14.9% | -22.1% | +7.3% | -15.8% |
| 1Y | -13.1% | -36.2% | +23.1% | -12.3% |
| All | +21.5% | +10.0% | +11.6% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling