+50.4%
AMZN vs MTB
+61.4%
-10.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +2.8% | +1.5% | +1.3% | +2.3% |
| 30D | +5.0% | +2.3% | +2.6% | +4.1% |
| 3M | +0.6% | -12.1% | +12.7% | +5.0% |
| 6M | -1.3% | +9.8% | -11.1% | -4.8% |
| YTD | +15.5% | +12.0% | +3.5% | +10.2% |
| 1Y | +12.2% | +22.0% | -9.8% | +3.8% |
| 3Y | +87.0% | +107.6% | -20.6% | +42.6% |
| All | +50.4% | +61.4% | -10.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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