+441.1%
AMZN vs MDB
+892.0%
-450.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +1.8% |
| 7D | +8.7% | -0.9% | +9.6% | +8.8% |
| 30D | +1.7% | -15.2% | +16.9% | +5.3% |
| 3M | -2.8% | -17.9% | +15.2% | -0.1% |
| 6M | -2.1% | +9.3% | -11.4% | -7.9% |
| YTD | +15.6% | -22.0% | +37.6% | +15.6% |
| 1Y | +9.2% | -9.3% | +18.5% | +4.2% |
| 3Y | +89.9% | -10.4% | +100.2% | +67.3% |
| 5Y | +49.3% | -43.2% | +92.5% | +31.4% |
| All | +441.1% | +892.0% | -450.9% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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