+112.0%
AMGN vs MDB
-24.3%
+136.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -11.6% | -4.5% | -7.1% | -11.6% |
| 30D | -5.7% | -14.0% | +8.3% | -5.6% |
| 3M | +14.2% | +5.3% | +8.9% | +14.1% |
| 6M | +5.2% | +31.9% | -26.7% | +4.7% |
| YTD | +22.0% | -14.6% | +36.6% | +22.1% |
| 1Y | +43.6% | +8.2% | +35.4% | +43.2% |
| 3Y | +65.0% | -5.0% | +70.0% | +63.4% |
| 5Y | +112.0% | -24.5% | +136.6% | +111.8% |
| All | +112.0% | -24.3% | +136.3% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling