+47.3%
AMZN vs MLM
+41.9%
+5.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -3.0% | -2.9% | -0.1% | -1.4% |
| 30D | -5.2% | -6.8% | +1.6% | -1.6% |
| 3M | +1.9% | -11.2% | +13.1% | +7.2% |
| 6M | +19.2% | -21.8% | +41.1% | +34.9% |
| YTD | +12.0% | -17.0% | +29.0% | +20.9% |
| 1Y | +9.7% | -16.4% | +26.1% | +17.3% |
| 3Y | +87.2% | +14.5% | +72.7% | +55.7% |
| All | +47.3% | +41.9% | +5.4% | +2.8% |
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