+109.1%
AMGN vs MDT
-19.9%
+128.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -13.9% | -1.6% | -12.3% | -13.4% |
| 30D | -7.1% | +1.0% | -8.2% | -7.4% |
| 3M | +13.9% | +15.2% | -1.3% | +8.8% |
| 6M | +3.2% | +3.7% | -0.4% | +1.7% |
| YTD | +19.2% | -3.0% | +22.2% | +19.7% |
| 1Y | +41.1% | +2.5% | +38.7% | +39.3% |
| 3Y | +61.3% | +26.5% | +34.8% | +50.3% |
| 5Y | +109.1% | -18.3% | +127.3% | +118.0% |
| All | +109.1% | -19.9% | +128.9% | +118.0% |
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