+1,843.7%
MUU vs AMGN
+39.2%
+1,804.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -8.2% | -13.7% | +5.5% | -6.6% |
| 30D | +10.2% | -8.8% | +19.0% | +11.1% |
| 3M | -26.5% | +7.2% | -33.7% | -28.9% |
| 6M | +227.2% | +1.3% | +226.0% | +224.9% |
| YTD | +527.4% | +17.6% | +509.8% | +487.2% |
| 1Y | +1,843.7% | +37.2% | +1,806.5% | +1,388.4% |
| All | +1,843.7% | +39.2% | +1,804.4% | +1,388.4% |
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 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