+560.7%
AMZN vs MLM
+185.4%
+375.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | +7.9% | -4.1% | +12.0% | +9.3% |
| 30D | -0.2% | +8.2% | -8.4% | -2.8% |
| 3M | -4.8% | -3.6% | -1.2% | -4.0% |
| 6M | -5.7% | -15.6% | +9.9% | -1.6% |
| YTD | +12.3% | -16.4% | +28.8% | +17.1% |
| 1Y | +6.7% | -14.3% | +21.0% | +10.3% |
| 3Y | +85.6% | +19.3% | +66.2% | +72.0% |
| 5Y | +47.4% | +29.6% | +17.8% | +31.4% |
| All | +560.7% | +185.4% | +375.3% | +413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling