+1,079.5%
MPC vs AMBA
-0.9%
+1,080.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -2.3% |
| 7D | -16.2% | -7.2% | -8.9% | -15.1% |
| 30D | -15.7% | -10.4% | -5.3% | -14.4% |
| 3M | +24.9% | -30.1% | +55.0% | +31.9% |
| 6M | +52.7% | -22.4% | +75.1% | +53.5% |
| YTD | +131.9% | -17.3% | +149.2% | +127.4% |
| 1Y | +96.6% | -35.4% | +132.0% | +101.1% |
| 3Y | +163.8% | +18.6% | +145.2% | +122.8% |
| 5Y | +533.1% | -69.8% | +602.9% | +562.8% |
| All | +1,079.5% | -0.9% | +1,080.3% | +636.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling