+13,309.3%
AMGN vs MLM
+2,977.0%
+10,332.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +1.5% | -2.0% | +3.5% | +1.9% |
| 30D | +13.1% | +9.5% | +3.6% | +11.0% |
| 3M | +12.9% | -4.7% | +17.6% | +13.9% |
| 6M | +40.8% | -10.7% | +51.5% | +43.5% |
| YTD | +45.6% | -16.6% | +62.2% | +50.1% |
| 1Y | +42.7% | -15.4% | +58.1% | +46.7% |
| 3Y | +91.2% | +15.9% | +75.2% | +82.6% |
| 5Y | +158.1% | +27.1% | +131.0% | +138.3% |
| 10Y | +322.3% | +142.3% | +179.9% | +222.4% |
| All | +13,309.3% | +2,977.0% | +10,332.4% | +5,721.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling