+5,979.9%
MCD vs AMGN
+63,747.9%
-57,768.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.3% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | -6.0% | +7.8% | -13.9% | -7.2% |
| 3M | -5.6% | +27.3% | -32.8% | -9.4% |
| 6M | -21.9% | +16.8% | -38.7% | -24.0% |
| YTD | -14.7% | +36.3% | -51.0% | -19.2% |
| 1Y | -17.3% | +60.4% | -77.7% | -23.8% |
| 3Y | -2.2% | +86.3% | -88.5% | -12.8% |
| 5Y | +20.3% | +125.7% | -105.4% | +3.5% |
| 10Y | +180.7% | +247.0% | -66.3% | +123.3% |
| All | +5,979.9% | +63,747.9% | -57,768.0% | +1,848.4% |
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