+131.3%
AMGN vs MPC
+638.6%
-507.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.1% | +5.4% | -4.3% | +0.7% |
| 30D | +7.8% | +31.0% | -23.1% | +5.4% |
| 3M | +27.3% | +46.0% | -18.8% | +22.9% |
| 6M | +16.8% | +77.3% | -60.5% | +10.4% |
| YTD | +36.3% | +141.9% | -105.6% | +24.3% |
| 1Y | +60.4% | +120.9% | -60.5% | +47.6% |
| 3Y | +86.3% | +182.7% | -96.3% | +64.7% |
| All | +131.3% | +638.6% | -507.3% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling