+172.3%
AMGN vs MDB
+1,032.9%
-860.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.6% | -2.4% |
| 7D | -13.9% | -2.8% | -11.1% | -13.8% |
| 30D | -7.1% | -14.9% | +7.7% | -6.6% |
| 3M | +13.9% | +7.3% | +6.6% | +13.2% |
| 6M | +3.2% | +38.2% | -34.9% | +1.0% |
| YTD | +19.2% | -10.9% | +30.2% | +18.9% |
| 1Y | +41.1% | +11.6% | +29.5% | +38.9% |
| 3Y | +61.3% | -0.9% | +62.2% | +56.4% |
| 5Y | +109.1% | -23.5% | +132.6% | +100.4% |
| All | +172.3% | +1,032.9% | -860.6% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling