+47.3%
AMZN vs MP
+58.1%
-10.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.3% |
| 7D | -3.0% | -2.9% | -0.1% | -2.6% |
| 30D | -5.2% | +13.8% | -19.0% | -7.2% |
| 3M | +1.9% | -16.7% | +18.6% | +3.7% |
| 6M | +19.2% | -11.5% | +30.7% | +19.1% |
| YTD | +12.0% | +7.9% | +4.1% | +7.6% |
| 1Y | +9.7% | -15.0% | +24.7% | +6.9% |
| 3Y | +87.2% | +153.5% | -66.3% | +31.9% |
| All | +47.3% | +58.1% | -10.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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