+2,423.9%
MUU vs AMGN
+26.6%
+2,397.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.1% | -8.5% |
| 7D | +3.6% | -13.9% | +17.4% | +8.9% |
| 30D | +22.3% | -7.1% | +29.5% | +24.6% |
| 3M | -8.2% | +13.9% | -22.1% | -15.7% |
| 6M | +256.3% | +3.2% | +253.1% | +243.5% |
| YTD | +534.4% | +19.2% | +515.2% | +461.3% |
| 1Y | +2,163.5% | +41.1% | +2,122.4% | +1,668.4% |
| All | +2,423.9% | +26.6% | +2,397.3% | +2,182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling