+80.3%
MMM vs AMBA
-0.9%
+81.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -2.1% |
| 7D | +6.2% | -7.2% | +13.4% | +7.1% |
| 30D | +14.2% | -10.4% | +24.6% | +15.4% |
| 3M | +2.9% | -30.1% | +33.0% | +7.0% |
| 6M | +27.6% | -22.4% | +50.0% | +28.2% |
| YTD | +17.3% | -17.3% | +34.6% | +16.0% |
| 1Y | +15.1% | -35.4% | +50.5% | +17.2% |
| 3Y | +157.1% | +18.6% | +138.5% | +131.9% |
| 5Y | +45.1% | -69.8% | +114.9% | +46.6% |
| All | +80.3% | -0.9% | +81.2% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling