+32.0%
MLM vs AMBA
-72.1%
+104.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.4% | +4.3% | -3.9% |
| 7D | -1.2% | -14.6% | +13.3% | +0.9% |
| 30D | +7.9% | -18.8% | +26.7% | +10.8% |
| 3M | -4.5% | -32.6% | +28.1% | +0.4% |
| 6M | -12.6% | -25.8% | +13.2% | -12.0% |
| YTD | -14.9% | -22.1% | +7.3% | -15.7% |
| 1Y | -13.1% | -36.2% | +23.1% | -11.5% |
| 3Y | +21.2% | +10.0% | +11.2% | +4.9% |
| 5Y | +32.0% | -71.6% | +103.6% | +30.6% |
| All | +32.0% | -72.1% | +104.1% | +30.6% |
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 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