+130.8%
AMGN vs MLM
+41.9%
+88.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +1.1% | -2.9% | +4.0% | +1.6% |
| 30D | +7.8% | -6.8% | +14.7% | +9.2% |
| 3M | +27.3% | -11.2% | +38.5% | +29.7% |
| 6M | +16.8% | -21.8% | +38.7% | +21.8% |
| YTD | +36.3% | -17.0% | +53.3% | +40.2% |
| 1Y | +60.4% | -16.4% | +76.8% | +64.6% |
| 3Y | +86.3% | +14.5% | +71.9% | +79.3% |
| All | +130.8% | +41.9% | +88.9% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling