+160.1%
AMGN vs MDT
+0.7%
+159.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.9% |
| 7D | +1.1% | +1.0% | +0.1% | +0.8% |
| 30D | +9.3% | +9.2% | +0.1% | +6.1% |
| 3M | +12.1% | +14.5% | -2.4% | +7.2% |
| 6M | +40.3% | +37.3% | +3.0% | +26.4% |
| YTD | +45.2% | +9.8% | +35.4% | +39.7% |
| 1Y | +42.4% | +10.5% | +31.9% | +36.8% |
| 3Y | +91.0% | +57.4% | +33.6% | +68.1% |
| All | +160.1% | +0.7% | +159.4% | +150.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling