+323.2%
AMGN vs MLM
+140.5%
+182.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -2.2% | -5.8% | +3.7% | -1.1% |
| 30D | +12.1% | +9.8% | +2.3% | +10.3% |
| 3M | +13.6% | -5.2% | +18.8% | +14.6% |
| 6M | +43.9% | -10.3% | +54.2% | +46.2% |
| YTD | +45.9% | -15.5% | +61.4% | +49.4% |
| 1Y | +42.1% | -15.0% | +57.2% | +45.4% |
| 3Y | +91.6% | +17.5% | +74.1% | +84.1% |
| 5Y | +158.5% | +30.5% | +128.0% | +141.2% |
| 10Y | +323.2% | +145.5% | +177.7% | +237.9% |
| All | +323.2% | +140.5% | +182.7% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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