+254.1%
MP vs AMBA
+19.0%
+235.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.1% | -1.2% | +2.8% |
| 7D | -10.5% | -7.2% | -3.3% | -8.1% |
| 30D | -23.5% | -10.4% | -13.2% | -20.6% |
| 3M | -25.4% | -30.1% | +4.7% | -16.0% |
| 6M | -51.3% | -22.4% | -28.8% | -49.2% |
| YTD | -29.9% | -17.3% | -12.6% | -29.9% |
| 1Y | -31.8% | -35.4% | +3.6% | -26.1% |
| 3Y | +127.0% | +18.6% | +108.4% | +74.9% |
| 5Y | -3.3% | -69.8% | +66.5% | +11.0% |
| All | +254.1% | +19.0% | +235.1% | +199.9% |
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 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