+108.0%
AMGN vs MPC
+655.4%
-547.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.3% | -12.4% | -10.3% |
| 7D | -10.3% | +3.9% | -14.1% | -10.6% |
| 30D | -3.8% | +33.8% | -37.5% | -6.1% |
| 3M | +14.4% | +49.9% | -35.5% | +10.3% |
| 6M | +7.8% | +80.9% | -73.1% | +1.7% |
| YTD | +22.6% | +147.4% | -124.8% | +11.6% |
| 1Y | +44.2% | +123.2% | -79.0% | +32.6% |
| 3Y | +65.8% | +171.7% | -105.9% | +47.1% |
| 5Y | +108.0% | +678.6% | -570.6% | +59.7% |
| All | +108.0% | +655.4% | -547.4% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MPC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling