+1,120.0%
MPC vs AMBA
-7.1%
+1,127.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +5.4% | -11.0% | +16.4% | +7.6% |
| 30D | +31.0% | -23.2% | +54.1% | +36.9% |
| 3M | +46.0% | -12.7% | +58.7% | +46.0% |
| 6M | +77.3% | +11.2% | +66.1% | +66.6% |
| YTD | +141.9% | -11.2% | +153.1% | +135.7% |
| 1Y | +120.9% | -22.5% | +143.5% | +118.3% |
| 3Y | +182.7% | -1.3% | +184.0% | +150.0% |
| 5Y | +646.4% | -54.2% | +700.6% | +598.1% |
| All | +1,120.0% | -7.1% | +1,127.1% | +688.7% |
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 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