+715.6%
MXL vs AMBA
+772.6%
-57.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.1% | +4.9% | +8.1% |
| 7D | -27.1% | -7.2% | -19.9% | -23.6% |
| 30D | -54.2% | -10.4% | -43.8% | -50.9% |
| 3M | -29.9% | -30.1% | +0.2% | -15.2% |
| 6M | -39.5% | -22.4% | -17.0% | -30.6% |
| YTD | +182.2% | -17.3% | +199.5% | +218.5% |
| 1Y | +231.8% | -35.4% | +267.2% | +310.7% |
| 3Y | +195.9% | +18.6% | +177.3% | +182.0% |
| 5Y | -27.3% | -69.8% | +42.6% | +6.3% |
| 10Y | +159.9% | +1.1% | +158.8% | +147.0% |
| All | +715.6% | +772.6% | -57.0% | +496.1% |
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