+602.1%
MLM vs AMBA
+837.3%
-235.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | -11.2% | -12.7% | +1.5% | -11.4% |
| 6M | -21.8% | +11.2% | -33.0% | -25.6% |
| YTD | -17.0% | -11.2% | -5.8% | -18.6% |
| 1Y | -16.4% | -22.5% | +6.2% | -17.1% |
| 3Y | +14.5% | -1.3% | +15.8% | +4.6% |
| 5Y | +41.7% | -54.2% | +95.9% | +37.2% |
| 10Y | +200.0% | -6.1% | +206.2% | +142.4% |
| All | +602.1% | +837.3% | -235.2% | +316.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling