+216.6%
AMGN vs MPC
+1,153.9%
-937.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -11.6% | +3.2% | -14.9% | -12.0% |
| 30D | -5.7% | +25.0% | -30.7% | -8.5% |
| 3M | +14.2% | +55.2% | -40.9% | +7.5% |
| 6M | +5.2% | +86.4% | -81.2% | -3.9% |
| YTD | +22.0% | +148.5% | -126.5% | +6.8% |
| 1Y | +43.6% | +121.7% | -78.1% | +27.6% |
| 3Y | +65.0% | +172.9% | -107.9% | +40.4% |
| 5Y | +112.0% | +679.9% | -567.9% | +51.6% |
| 10Y | +216.6% | +1,174.7% | -958.2% | +103.4% |
| All | +216.6% | +1,153.9% | -937.4% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling