+20.4%
MCD vs AMGN
+107.5%
-87.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.1% | +10.1% | +2.2% |
| 7D | -2.0% | -10.3% | +8.2% | +0.2% |
| 30D | -6.1% | -3.8% | -2.4% | -5.6% |
| 3M | -7.3% | +14.4% | -21.6% | -10.3% |
| 6M | -20.9% | +7.8% | -28.8% | -22.6% |
| YTD | -14.7% | +22.6% | -37.2% | -18.9% |
| 1Y | -16.1% | +44.2% | -60.3% | -23.2% |
| 3Y | -1.5% | +65.8% | -67.3% | -14.1% |
| 5Y | +20.4% | +108.0% | -87.5% | -1.3% |
| All | +20.4% | +107.5% | -87.1% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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