+6,609.6%
MCD vs AMGN
+67,836.7%
-61,227.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +0.9% | +6.4% | +7.1% |
| 30D | +20.0% | +12.1% | +7.8% | +17.7% |
| 3M | +3.8% | +12.2% | -8.3% | +1.7% |
| 6M | +3.8% | +42.1% | -38.4% | -2.4% |
| YTD | -5.9% | +45.0% | -50.9% | -11.9% |
| 1Y | -3.2% | +47.7% | -51.0% | -9.7% |
| 3Y | +13.3% | +90.4% | -77.1% | +0.5% |
| 5Y | +25.2% | +154.9% | -129.7% | +5.5% |
| 10Y | +213.3% | +313.6% | -100.2% | +142.6% |
| All | +6,609.6% | +67,836.7% | -61,227.1% | +2,025.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling