+641.7%
AMZN vs MLM
+138.2%
+503.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | +5.0% | +9.0% | -4.1% | +2.0% |
| 3M | +0.6% | -5.6% | +6.1% | +2.1% |
| 6M | -1.3% | -10.7% | +9.4% | +1.3% |
| YTD | +15.5% | -17.2% | +32.7% | +20.9% |
| 1Y | +12.2% | -14.2% | +26.5% | +16.1% |
| 3Y | +87.0% | +15.6% | +71.4% | +74.5% |
| 5Y | +51.3% | +26.2% | +25.1% | +35.1% |
| All | +641.7% | +138.2% | +503.4% | +458.7% |
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