+2,981.5%
MUU vs AMGN
+57.8%
+2,923.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.6% | +13.2% | +11.7% |
| 7D | +17.4% | +1.1% | +16.3% | +17.2% |
| 30D | +24.0% | +7.8% | +16.1% | +22.0% |
| 3M | -23.9% | +27.3% | -51.1% | -29.3% |
| 6M | +284.4% | +16.8% | +267.6% | +273.6% |
| YTD | +583.7% | +36.3% | +547.4% | +519.0% |
| 1Y | +2,981.5% | +60.4% | +2,921.0% | +2,098.2% |
| All | +2,981.5% | +57.8% | +2,923.7% | +2,098.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling