-28.0%
MXL vs AMBA
-70.4%
+42.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.1% | +4.9% | +6.9% |
| 7D | -27.1% | -7.2% | -19.9% | -22.1% |
| 30D | -54.2% | -10.4% | -43.8% | -49.5% |
| 3M | -29.9% | -30.1% | +0.2% | -8.6% |
| 6M | -39.5% | -22.4% | -17.0% | -28.3% |
| YTD | +182.2% | -17.3% | +199.5% | +224.0% |
| 1Y | +231.8% | -35.4% | +267.2% | +332.9% |
| 3Y | +195.9% | +18.6% | +177.3% | +153.5% |
| All | -28.0% | -70.4% | +42.4% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling