-3.1%
MP vs AMBA
-68.8%
+65.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.7% | -3.3% | -4.4% |
| 7D | -12.5% | -8.1% | -4.5% | -9.8% |
| 30D | -23.3% | -10.8% | -12.6% | -20.2% |
| 3M | -24.4% | -25.9% | +1.6% | -16.2% |
| 6M | -45.8% | -13.9% | -31.9% | -45.7% |
| YTD | -28.9% | -14.0% | -14.9% | -30.1% |
| 1Y | -34.6% | -25.7% | -8.9% | -32.9% |
| 3Y | +118.7% | +21.5% | +97.2% | +61.4% |
| 5Y | -3.1% | -68.9% | +65.9% | +14.6% |
| All | -3.1% | -68.8% | +65.7% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling