+302.4%
MXL vs AMBA
+8.8%
+293.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.6% | +7.6% |
| 7D | +18.9% | +7.9% | +11.0% | +13.9% |
| 30D | +0.3% | -18.8% | +19.1% | +13.3% |
| 3M | -8.0% | +3.1% | -11.2% | -7.9% |
| 6M | +341.2% | +25.7% | +315.6% | +297.5% |
| YTD | +327.8% | -4.2% | +332.0% | +339.1% |
| 1Y | +364.9% | -18.4% | +383.3% | +411.3% |
| 3Y | +229.2% | +13.4% | +215.8% | +191.9% |
| 5Y | +42.8% | -54.2% | +97.0% | +78.0% |
| All | +302.4% | +8.8% | +293.6% | +206.4% |
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