+226.9%
MTZ vs AMBA
+10.0%
+216.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.4% | +4.3% | -2.7% |
| 7D | -10.6% | -14.6% | +4.0% | -6.8% |
| 30D | -30.4% | -18.8% | -11.6% | -26.6% |
| 3M | -40.4% | -32.6% | -7.8% | -34.3% |
| 6M | -63.7% | -25.8% | -37.9% | -62.9% |
| YTD | -26.9% | -22.1% | -4.8% | -27.9% |
| 1Y | -20.2% | -36.2% | +16.1% | -16.9% |
| All | +226.9% | +10.0% | +216.9% | +160.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling