+263,909.3%
AMZN vs MLM
+2,462.4%
+261,446.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -3.0% | -2.9% | -0.1% | -1.9% |
| 30D | -5.2% | -6.8% | +1.6% | -2.6% |
| 3M | +1.9% | -11.2% | +13.1% | +5.8% |
| 6M | +19.2% | -21.8% | +41.1% | +29.9% |
| YTD | +12.0% | -17.0% | +29.0% | +18.6% |
| 1Y | +9.7% | -16.4% | +26.1% | +15.6% |
| 3Y | +87.2% | +14.5% | +72.7% | +72.8% |
| 5Y | +48.7% | +41.7% | +6.9% | +26.5% |
| 10Y | +569.3% | +200.0% | +369.3% | +275.6% |
| All | +263,909.3% | +2,462.4% | +261,446.9% | +32,719.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling