+259.1%
MP vs AMBA
+23.8%
+235.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.7% | -3.3% | -4.5% |
| 7D | -12.5% | -8.1% | -4.5% | -9.9% |
| 30D | -23.3% | -10.8% | -12.6% | -20.3% |
| 3M | -24.4% | -25.9% | +1.6% | -16.5% |
| 6M | -45.8% | -13.9% | -31.9% | -45.6% |
| YTD | -28.9% | -14.0% | -14.9% | -29.9% |
| 1Y | -34.6% | -25.7% | -8.9% | -32.8% |
| 3Y | +118.7% | +21.5% | +97.2% | +67.3% |
| 5Y | -3.1% | -68.9% | +65.9% | +10.1% |
| All | +259.1% | +23.8% | +235.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling