+156.7%
MXL vs AMBA
+12.8%
+143.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.3% | +8.4% | +10.6% |
| 7D | -8.8% | 0.0% | -8.8% | -7.3% |
| 30D | -41.9% | -8.6% | -33.3% | -37.3% |
| 3M | -25.4% | -29.0% | +3.5% | -6.5% |
| 6M | -44.0% | -19.2% | -24.8% | -36.0% |
| YTD | +220.8% | -13.0% | +233.8% | +257.1% |
| 1Y | +278.8% | -31.3% | +310.1% | +370.3% |
| 3Y | +249.4% | +28.1% | +221.3% | +201.2% |
| 5Y | -17.3% | -69.4% | +52.1% | +28.7% |
| 10Y | +156.7% | +7.6% | +149.1% | +97.0% |
| All | +156.7% | +12.8% | +143.9% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling