+238.5%
MXL vs AMBA
+21.7%
+216.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.2% |
| 7D | +13.4% | +2.7% | +10.7% | +11.9% |
| 30D | -29.2% | -2.2% | -27.1% | -26.1% |
| 3M | -27.2% | -26.6% | -0.6% | -5.9% |
| 6M | -36.4% | -26.8% | -9.6% | -20.7% |
| YTD | +220.0% | -15.1% | +235.2% | +260.5% |
| 1Y | +304.8% | -32.3% | +337.0% | +413.3% |
| 3Y | +238.5% | +19.8% | +218.7% | +191.0% |
| All | +238.5% | +21.7% | +216.8% | +191.0% |
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 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