+126.0%
AMGN vs MP
+450.8%
-324.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -1.6% |
| 7D | +1.1% | -2.9% | +4.0% | +1.2% |
| 30D | +7.8% | +13.8% | -6.0% | +7.4% |
| 3M | +27.3% | -16.7% | +43.9% | +27.7% |
| 6M | +16.8% | -11.5% | +28.3% | +16.8% |
| YTD | +36.3% | +7.9% | +28.4% | +35.2% |
| 1Y | +60.4% | -15.0% | +75.5% | +59.7% |
| 3Y | +86.3% | +153.5% | -67.2% | +75.6% |
| 5Y | +125.7% | +58.7% | +67.0% | +114.4% |
| All | +126.0% | +450.8% | -324.8% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling