+154.9%
AMGN vs MDB
-41.6%
+196.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | +0.9% | -1.0% | +1.9% | +0.9% |
| 30D | +12.1% | -14.0% | +26.1% | +12.3% |
| 3M | +12.2% | -20.3% | +32.5% | +12.3% |
| 6M | +42.1% | +10.9% | +31.3% | +41.6% |
| YTD | +45.0% | -20.9% | +65.9% | +45.2% |
| 1Y | +47.7% | -11.2% | +58.9% | +47.6% |
| 3Y | +90.4% | -11.9% | +102.3% | +88.5% |
| 5Y | +154.9% | -40.2% | +195.1% | +156.0% |
| All | +154.9% | -41.6% | +196.5% | +156.0% |
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 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