+445.3%
MP vs AMBA
+27.9%
+417.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | -2.9% | -11.0% | +8.1% | +1.2% |
| 30D | +13.8% | -23.2% | +37.0% | +24.6% |
| 3M | -16.7% | -12.7% | -4.0% | -15.5% |
| 6M | -11.5% | +11.2% | -22.7% | -18.8% |
| YTD | +7.9% | -11.2% | +19.2% | +5.8% |
| 1Y | -15.0% | -22.5% | +7.5% | -14.3% |
| 3Y | +153.5% | -1.3% | +154.8% | +111.6% |
| 5Y | +58.7% | -54.2% | +112.8% | +61.7% |
| All | +445.3% | +27.9% | +417.4% | +352.7% |
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