+195.5%
AMGN vs MKC
+29.9%
+165.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -13.7% | -1.5% | -12.2% | -13.3% |
| 30D | -8.8% | -3.1% | -5.7% | -7.9% |
| 3M | +7.2% | +5.2% | +2.0% | +5.1% |
| 6M | +1.3% | -12.8% | +14.1% | +5.5% |
| YTD | +17.6% | -23.3% | +40.9% | +27.4% |
| 1Y | +37.2% | -24.1% | +61.3% | +48.8% |
| 3Y | +57.7% | -32.1% | +89.8% | +76.2% |
| 5Y | +106.3% | -32.8% | +139.1% | +125.8% |
| All | +195.5% | +29.9% | +165.7% | +174.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling