+65.7%
AMGN vs MDT
+20.2%
+45.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.1% | -2.4% | +1.0% |
| 7D | +5.9% | +10.7% | -4.8% | +1.3% |
| 30D | +18.7% | +19.3% | -0.6% | +10.0% |
| 3M | +23.4% | +22.8% | +0.6% | +13.1% |
| 6M | +49.7% | +36.4% | +13.4% | +30.6% |
| YTD | +49.2% | +12.1% | +37.1% | +39.3% |
| 1Y | +65.7% | +19.9% | +45.8% | +50.7% |
| All | +65.7% | +20.2% | +45.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling