+91.0%
AMGN vs MDT
+57.0%
+34.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -1.1% |
| 7D | +1.1% | +1.0% | +0.1% | +0.7% |
| 30D | +9.3% | +9.2% | +0.1% | +5.1% |
| 3M | +12.1% | +14.5% | -2.4% | +5.6% |
| 6M | +40.3% | +37.3% | +3.0% | +21.6% |
| YTD | +45.2% | +9.8% | +35.4% | +38.2% |
| 1Y | +42.4% | +10.5% | +31.9% | +35.1% |
| 3Y | +91.0% | +57.4% | +33.6% | +65.2% |
| All | +91.0% | +57.0% | +34.1% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling