+54,805.5%
AMGN vs MDT
+7,800.3%
+47,005.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.9% | -8.2% | -9.3% |
| 7D | -10.3% | +0.4% | -10.6% | -10.3% |
| 30D | -3.8% | +6.0% | -9.8% | -5.9% |
| 3M | +14.4% | +15.5% | -1.1% | +7.9% |
| 6M | +7.8% | +3.4% | +4.4% | +6.1% |
| YTD | +22.6% | -2.2% | +24.7% | +23.1% |
| 1Y | +44.2% | +2.6% | +41.6% | +42.0% |
| 3Y | +65.8% | +27.5% | +38.3% | +48.4% |
| 5Y | +108.0% | -20.1% | +128.0% | +119.8% |
| 10Y | +209.9% | +39.1% | +170.8% | +153.6% |
| All | +54,805.5% | +7,800.3% | +47,005.2% | +7,295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling