+69.4%
MTZ vs AMBA
-72.1%
+141.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.4% | +4.3% | -2.7% |
| 7D | -10.6% | -14.6% | +4.0% | -6.9% |
| 30D | -30.4% | -18.8% | -11.6% | -26.7% |
| 3M | -40.4% | -32.6% | -7.8% | -34.4% |
| 6M | -63.7% | -25.8% | -37.9% | -62.8% |
| YTD | -26.9% | -22.1% | -4.8% | -27.3% |
| 1Y | -20.2% | -36.2% | +16.1% | -16.8% |
| 3Y | +208.1% | +10.0% | +198.2% | +159.8% |
| 5Y | +69.4% | -71.6% | +140.9% | +68.6% |
| All | +69.4% | -72.1% | +141.5% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling