+18.1%
AMGN vs MDLN
-7.1%
+25.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | -13.7% | -11.1% | -2.6% | -12.1% |
| 30D | -8.8% | -8.4% | -0.4% | -7.5% |
| 3M | +7.2% | -12.4% | +19.6% | +8.3% |
| 6M | +1.3% | -23.3% | +24.5% | +4.0% |
| YTD | +17.6% | -22.5% | +40.2% | +20.5% |
| All | +18.1% | -7.1% | +25.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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