+188.9%
AZN vs MDB
+997.6%
-808.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.5% | +0.5% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | +1.1% | -17.3% | +18.3% | +2.0% |
| 3M | -12.1% | +2.2% | -14.3% | -12.6% |
| 6M | -17.1% | +33.9% | -51.0% | -19.5% |
| YTD | -12.0% | -13.7% | +1.7% | -12.2% |
| 1Y | -0.2% | +9.1% | -9.3% | -2.3% |
| 3Y | +26.8% | -8.1% | +34.9% | +22.3% |
| 5Y | +56.9% | -25.9% | +82.8% | +46.6% |
| All | +188.9% | +997.6% | -808.7% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling