+108.0%
AMGN vs MP
+61.8%
+46.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.5% | -11.6% | -10.1% |
| 7D | -10.3% | +3.0% | -13.3% | -10.4% |
| 30D | -3.8% | +8.3% | -12.1% | -4.1% |
| 3M | +14.4% | -3.8% | +18.2% | +14.4% |
| 6M | +7.8% | -4.9% | +12.7% | +7.5% |
| YTD | +22.6% | +9.6% | +13.0% | +21.1% |
| 1Y | +44.2% | -11.7% | +55.9% | +43.0% |
| 3Y | +65.8% | +158.5% | -92.7% | +51.3% |
| 5Y | +108.0% | +68.9% | +39.1% | +92.3% |
| All | +108.0% | +61.8% | +46.2% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling