+65.8%
AMGN vs MDB
-5.6%
+71.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.5% | -6.6% | -10.0% |
| 7D | -10.3% | -18.0% | +7.8% | -10.1% |
| 30D | -3.8% | -10.7% | +7.0% | -3.7% |
| 3M | +14.4% | +1.0% | +13.4% | +14.3% |
| 6M | +7.8% | +31.6% | -23.8% | +7.1% |
| YTD | +22.6% | -15.2% | +37.8% | +22.9% |
| 1Y | +44.2% | +10.1% | +34.1% | +43.6% |
| 3Y | +65.8% | -5.6% | +71.4% | +63.6% |
| All | +65.8% | -5.6% | +71.4% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling