+55.6%
AMZN vs MLM
+29.9%
+25.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +8.0% | -2.9% | +10.9% | +9.8% |
| 30D | +3.2% | +10.4% | -7.2% | -2.7% |
| 3M | -2.6% | -3.7% | +1.1% | -1.0% |
| 6M | -0.7% | -10.3% | +9.6% | +3.5% |
| YTD | +17.4% | -14.8% | +32.2% | +24.5% |
| 1Y | +9.0% | -13.9% | +22.9% | +14.8% |
| 3Y | +88.7% | +18.4% | +70.3% | +51.3% |
| 5Y | +55.6% | +31.8% | +23.8% | +8.3% |
| All | +55.6% | +29.9% | +25.6% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling