-31.8%
MP vs AMBA
-32.7%
+0.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.1% | -1.2% | +3.1% |
| 7D | -10.5% | -7.2% | -3.3% | -8.5% |
| 30D | -23.5% | -10.4% | -13.2% | -21.0% |
| 3M | -25.4% | -30.1% | +4.7% | -17.6% |
| 6M | -51.3% | -22.4% | -28.8% | -49.4% |
| YTD | -29.9% | -17.3% | -12.6% | -32.0% |
| 1Y | -31.8% | -35.4% | +3.6% | -29.0% |
| All | -31.8% | -32.7% | +0.9% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling