+3,116.3%
AZN vs MCO
+7,284.8%
-4,168.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | -3.1% | -7.3% | +4.2% | -1.4% |
| 30D | +0.6% | -1.7% | +2.3% | +0.9% |
| 3M | -10.8% | +3.9% | -14.7% | -11.8% |
| 6M | -18.1% | +3.8% | -21.9% | -19.2% |
| YTD | -12.3% | -7.9% | -4.4% | -11.3% |
| 1Y | -0.2% | -6.8% | +6.7% | +0.5% |
| 3Y | +23.4% | +40.9% | -17.6% | +11.7% |
| 5Y | +56.4% | +27.5% | +28.9% | +42.7% |
| 10Y | +225.7% | +381.4% | -155.7% | +114.4% |
| All | +3,116.3% | +7,284.8% | -4,168.5% | +1,055.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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