+56.4%
AZN vs MDB
-22.0%
+78.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.6% |
| 7D | -3.1% | -2.8% | -0.4% | -3.0% |
| 30D | +0.6% | -14.9% | +15.4% | +1.0% |
| 3M | -10.8% | +7.3% | -18.1% | -11.2% |
| 6M | -18.1% | +38.2% | -56.3% | -19.6% |
| YTD | -12.3% | -10.9% | -1.4% | -12.4% |
| 1Y | -0.2% | +11.6% | -11.8% | -1.5% |
| 3Y | +23.4% | -0.9% | +24.3% | +20.2% |
| 5Y | +56.4% | -23.5% | +79.9% | +45.5% |
| All | +56.4% | -22.0% | +78.3% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling