+43.5%
MLM vs AMBA
-54.5%
+98.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -2.9% | -11.0% | +8.1% | -1.3% |
| 30D | -6.8% | -23.2% | +16.3% | -3.4% |
| 3M | -11.2% | -12.7% | +1.5% | -11.4% |
| 6M | -21.8% | +11.2% | -33.0% | -26.2% |
| YTD | -17.0% | -11.2% | -5.8% | -18.9% |
| 1Y | -16.4% | -22.5% | +6.2% | -17.4% |
| 3Y | +14.5% | -1.3% | +15.8% | +2.5% |
| All | +43.5% | -54.5% | +98.0% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling