+1,926.9%
MPC vs AMBA
+722.2%
+1,204.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.4% | +5.5% | -2.4% |
| 7D | -12.8% | -14.6% | +1.8% | -10.6% |
| 30D | -12.7% | -18.8% | +6.1% | -10.1% |
| 3M | +27.1% | -32.6% | +59.7% | +34.2% |
| 6M | +45.8% | -25.8% | +71.6% | +47.7% |
| YTD | +134.7% | -22.1% | +156.8% | +133.4% |
| 1Y | +106.0% | -36.2% | +142.3% | +110.7% |
| 3Y | +165.5% | +10.0% | +155.5% | +134.3% |
| 5Y | +540.9% | -71.6% | +612.5% | +567.5% |
| 10Y | +1,133.6% | -4.7% | +1,138.4% | +834.3% |
| All | +1,926.9% | +722.2% | +1,204.7% | +1,077.6% |
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