+1,989.1%
MPC vs AMBA
+837.3%
+1,151.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +5.4% | -11.0% | +16.4% | +7.3% |
| 30D | +31.0% | -23.2% | +54.1% | +36.2% |
| 3M | +46.0% | -12.7% | +58.7% | +46.0% |
| 6M | +77.3% | +11.2% | +66.1% | +68.2% |
| YTD | +141.9% | -11.2% | +153.1% | +136.8% |
| 1Y | +120.9% | -22.5% | +143.5% | +119.0% |
| 3Y | +182.7% | -1.3% | +184.0% | +155.7% |
| 5Y | +646.4% | -54.2% | +700.6% | +611.9% |
| 10Y | +1,138.7% | -6.1% | +1,144.9% | +837.7% |
| All | +1,989.1% | +837.3% | +1,151.9% | +1,094.9% |
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