+6,475.2%
MCD vs AMGN
+67,134.3%
-60,659.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +7.1% | -1.2% | +8.3% | +7.4% |
| 30D | +19.8% | +11.5% | +8.3% | +17.6% |
| 3M | +0.8% | +14.4% | -13.6% | -1.6% |
| 6M | -1.3% | +40.9% | -42.2% | -7.0% |
| YTD | -7.8% | +43.5% | -51.3% | -13.5% |
| 1Y | -5.0% | +49.9% | -54.9% | -11.5% |
| 3Y | +10.5% | +84.6% | -74.1% | -1.4% |
| 5Y | +22.0% | +151.6% | -129.7% | +3.0% |
| 10Y | +216.7% | +358.2% | -141.5% | +141.5% |
| All | +6,475.2% | +67,134.3% | -60,659.1% | +1,986.2% |
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