+47.7%
AMGN vs MPC
+105.0%
-57.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +1.5% |
| 7D | 0.0% | -9.4% | +9.4% | -1.2% |
| 30D | +12.1% | -14.3% | +26.5% | +10.3% |
| 3M | +13.9% | +31.1% | -17.2% | +15.8% |
| 6M | +42.1% | +60.3% | -18.1% | +45.8% |
| YTD | +45.0% | +142.5% | -97.5% | +47.8% |
| All | +47.7% | +105.0% | -57.3% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling