+60.4%
AMGN vs MDB
+18.3%
+42.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.6% |
| 7D | +1.1% | -17.4% | +18.5% | +0.8% |
| 30D | +7.8% | -2.0% | +9.9% | +7.8% |
| 3M | +27.3% | -3.0% | +30.3% | +27.3% |
| 6M | +16.8% | +48.7% | -31.8% | +16.5% |
| YTD | +36.3% | -12.1% | +48.5% | +38.8% |
| 1Y | +60.4% | +14.5% | +45.9% | +58.0% |
| All | +60.4% | +18.3% | +42.1% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling