+328.1%
AMGN vs MPC
+1,165.8%
-837.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.5% |
| 7D | 0.0% | -9.4% | +9.4% | +1.1% |
| 30D | +12.1% | -14.3% | +26.5% | +14.1% |
| 3M | +13.9% | +31.1% | -17.2% | +9.4% |
| 6M | +42.1% | +60.3% | -18.1% | +32.7% |
| YTD | +45.0% | +142.5% | -97.5% | +27.2% |
| 1Y | +49.3% | +104.6% | -55.3% | +34.1% |
| 3Y | +92.8% | +191.7% | -99.0% | +62.4% |
| 5Y | +156.7% | +549.2% | -392.5% | +89.2% |
| 10Y | +328.1% | +1,106.2% | -778.1% | +206.2% |
| All | +328.1% | +1,165.8% | -837.6% | +206.2% |
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