+232.5%
AMGN vs MDB
+929.6%
-697.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +1.5% | +11.6% | -10.1% | +1.0% |
| 30D | +13.1% | -8.9% | +22.1% | +13.5% |
| 3M | +12.9% | -22.4% | +35.3% | +13.8% |
| 6M | +40.8% | +10.1% | +30.7% | +39.0% |
| YTD | +45.6% | -19.0% | +64.7% | +45.5% |
| 1Y | +42.7% | -7.0% | +49.7% | +41.4% |
| 3Y | +91.2% | -9.8% | +101.0% | +85.9% |
| 5Y | +158.1% | -40.1% | +198.2% | +152.4% |
| All | +232.5% | +929.6% | -697.1% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling