+160.1%
AMGN vs MP
-13.0%
+173.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.4% |
| 7D | +1.1% | +9.5% | -8.3% | +0.8% |
| 30D | +9.3% | -3.0% | +12.3% | +9.3% |
| 3M | +12.1% | -30.4% | +42.5% | +13.5% |
| 6M | +40.3% | -39.2% | +79.4% | +42.3% |
| YTD | +45.2% | -23.3% | +68.5% | +45.1% |
| 1Y | +42.4% | -32.6% | +75.1% | +43.1% |
| 3Y | +91.0% | +159.3% | -68.2% | +71.5% |
| All | +160.1% | -13.0% | +173.1% | +145.0% |
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