+211.3%
AMGN vs MDB
+1,017.4%
-806.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.4% |
| 7D | +1.1% | -17.4% | +18.5% | +1.9% |
| 30D | +7.8% | -2.0% | +9.9% | +7.8% |
| 3M | +27.3% | -3.0% | +30.3% | +27.1% |
| 6M | +16.8% | +48.7% | -31.8% | +13.8% |
| YTD | +36.3% | -12.1% | +48.5% | +36.0% |
| 1Y | +60.4% | +14.5% | +45.9% | +57.6% |
| 3Y | +86.3% | -6.1% | +92.5% | +81.2% |
| 5Y | +125.7% | -27.3% | +153.0% | +117.3% |
| All | +211.3% | +1,017.4% | -806.1% | +104.7% |
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