+65.7%
AMGN vs MKC
-18.2%
+84.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.4% | -1.7% | +2.4% |
| 7D | +5.9% | +9.6% | -3.7% | +3.6% |
| 30D | +18.7% | +12.0% | +6.7% | +15.5% |
| 3M | +23.4% | -2.0% | +25.4% | +23.6% |
| 6M | +49.7% | +7.2% | +42.5% | +47.3% |
| YTD | +49.2% | -23.7% | +72.9% | +57.6% |
| 1Y | +65.7% | -18.3% | +84.0% | +69.6% |
| All | +65.7% | -18.2% | +84.0% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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