+154.5%
AMGN vs MP
-5.6%
+160.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.2% |
| 7D | -1.2% | -10.5% | +9.3% | -0.8% |
| 30D | +11.5% | -23.5% | +35.0% | +12.5% |
| 3M | +14.4% | -25.4% | +39.8% | +15.5% |
| 6M | +40.9% | -51.3% | +92.2% | +44.2% |
| YTD | +43.5% | -29.9% | +73.5% | +44.0% |
| 1Y | +49.9% | -31.8% | +81.8% | +50.3% |
| 3Y | +84.6% | +127.0% | -42.4% | +67.3% |
| All | +154.5% | -5.6% | +160.1% | +139.8% |
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