-45.8%
MP vs AMBA
-15.4%
-30.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.7% | -3.3% | -4.6% |
| 7D | -12.5% | -8.1% | -4.5% | -10.4% |
| 30D | -23.3% | -10.8% | -12.6% | -20.8% |
| 3M | -24.4% | -25.9% | +1.6% | -18.1% |
| 6M | -45.8% | -13.9% | -31.9% | -45.2% |
| All | -45.8% | -15.4% | -30.3% | -45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling