+92.0%
AMGN vs MP
+147.3%
-55.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -2.2% | +2.3% | -4.5% | -2.2% |
| 30D | +12.1% | -15.3% | +27.4% | +12.5% |
| 3M | +13.6% | -33.5% | +47.2% | +14.8% |
| 6M | +43.9% | -45.5% | +89.4% | +45.9% |
| YTD | +45.9% | -27.3% | +73.2% | +45.9% |
| 1Y | +42.1% | -40.7% | +82.9% | +43.0% |
| All | +92.0% | +147.3% | -55.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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