+92.0%
AMGN vs MLM
+18.0%
+74.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -2.2% | -5.8% | +3.7% | -0.9% |
| 30D | +12.1% | +9.8% | +2.3% | +10.1% |
| 3M | +13.6% | -5.2% | +18.8% | +14.8% |
| 6M | +43.9% | -10.3% | +54.2% | +46.7% |
| YTD | +45.9% | -15.5% | +61.4% | +49.8% |
| 1Y | +42.1% | -15.0% | +57.2% | +45.7% |
| All | +92.0% | +18.0% | +74.0% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling