+195.9%
MXL vs AMBA
+16.7%
+179.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.1% | +4.9% | +6.4% |
| 7D | -27.1% | -7.2% | -19.9% | -21.6% |
| 30D | -54.2% | -10.4% | -43.8% | -49.1% |
| 3M | -29.9% | -30.1% | +0.2% | -6.4% |
| 6M | -39.5% | -22.4% | -17.0% | -27.9% |
| YTD | +182.2% | -17.3% | +199.5% | +222.3% |
| 1Y | +231.8% | -35.4% | +267.2% | +332.8% |
| 3Y | +195.9% | +18.6% | +177.3% | +144.7% |
| All | +195.9% | +16.7% | +179.2% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling