+1,047.5%
MTZ vs AMBA
+837.3%
+210.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | -1.6% | -11.0% | +9.4% | +1.1% |
| 30D | -11.1% | -23.2% | +12.1% | -5.4% |
| 3M | -36.7% | -12.7% | -24.0% | -36.5% |
| 6M | -21.9% | +11.2% | -33.2% | -27.3% |
| YTD | +9.1% | -11.2% | +20.3% | +6.4% |
| 1Y | +30.0% | -22.5% | +52.5% | +29.6% |
| 3Y | +138.5% | -1.3% | +139.8% | +115.4% |
| 5Y | +158.3% | -54.2% | +212.5% | +153.3% |
| 10Y | +700.8% | -6.1% | +706.9% | +501.8% |
| All | +1,047.5% | +837.3% | +210.3% | +418.6% |
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