+710.9%
MTZ vs AMBA
+807.9%
-97.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -1.7% | -13.6% | -15.0% |
| 7D | -7.4% | -8.1% | +0.7% | -5.5% |
| 30D | -23.6% | -10.8% | -12.9% | -21.7% |
| 3M | -38.3% | -25.9% | -12.4% | -34.2% |
| 6M | -60.6% | -13.9% | -46.7% | -61.1% |
| YTD | -22.9% | -14.0% | -8.9% | -24.7% |
| 1Y | -14.3% | -25.7% | +11.4% | -14.0% |
| 3Y | +225.0% | +21.5% | +203.5% | +178.6% |
| 5Y | +87.2% | -68.9% | +156.1% | +99.5% |
| 10Y | +470.1% | +5.2% | +464.9% | +318.8% |
| All | +710.9% | +807.9% | -97.0% | +267.1% |
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