+237.4%
MP vs AMBA
+12.2%
+225.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.4% | +3.4% | -2.7% |
| 7D | -19.0% | -14.6% | -4.4% | -14.3% |
| 30D | -30.5% | -18.8% | -11.7% | -25.3% |
| 3M | -29.6% | -32.6% | +3.0% | -19.7% |
| 6M | -50.4% | -25.8% | -24.6% | -47.5% |
| YTD | -33.2% | -22.1% | -11.1% | -31.8% |
| 1Y | -38.6% | -36.2% | -2.4% | -33.3% |
| 3Y | +105.5% | +10.0% | +95.5% | +62.8% |
| 5Y | -7.8% | -71.6% | +63.7% | +8.0% |
| All | +237.4% | +12.2% | +225.2% | +191.8% |
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