+44.2%
AMGN vs MPC
+124.8%
-80.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.3% | -12.4% | -9.9% |
| 7D | -10.3% | +3.9% | -14.1% | -10.0% |
| 30D | -3.8% | +33.8% | -37.5% | -2.1% |
| 3M | +14.4% | +49.9% | -35.5% | +16.8% |
| 6M | +7.8% | +80.9% | -73.1% | +10.7% |
| YTD | +22.6% | +147.4% | -124.8% | +25.7% |
| 1Y | +44.2% | +123.2% | -79.0% | +52.7% |
| All | +44.2% | +124.8% | -80.5% | +52.7% |
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 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