+48.5%
AMZN vs MDY
+46.3%
+2.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.1% |
| 7D | -0.7% | -1.9% | +1.2% | +1.3% |
| 30D | -3.9% | -4.6% | +0.7% | +0.8% |
| 3M | +6.3% | -1.2% | +7.6% | +7.4% |
| 6M | +20.8% | +9.2% | +11.5% | +9.6% |
| YTD | +11.2% | +13.1% | -1.8% | -3.1% |
| 1Y | +11.7% | +13.0% | -1.3% | -2.7% |
| 3Y | +79.4% | +49.2% | +30.2% | +13.2% |
| All | +48.5% | +46.3% | +2.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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