+940.5%
MXL vs AMBA
+837.3%
+103.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.9% |
| 7D | +1.6% | -11.0% | +12.6% | +7.1% |
| 30D | -7.0% | -23.2% | +16.2% | +5.4% |
| 3M | -33.4% | -12.7% | -20.7% | -27.6% |
| 6M | +260.2% | +11.2% | +248.9% | +253.1% |
| YTD | +260.0% | -11.2% | +271.2% | +284.6% |
| 1Y | +303.5% | -22.5% | +326.0% | +352.2% |
| 3Y | +160.4% | -1.3% | +161.8% | +158.5% |
| 5Y | +14.7% | -54.2% | +68.9% | +42.3% |
| 10Y | +215.6% | -6.1% | +221.7% | +191.0% |
| All | +940.5% | +837.3% | +103.2% | +619.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling