+70.0%
AZN vs MDB
-41.3%
+111.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.1% |
| 7D | -1.1% | +6.8% | -7.9% | -1.3% |
| 30D | +13.8% | -6.2% | +20.0% | +13.9% |
| 3M | +17.3% | -29.2% | +46.5% | +18.4% |
| 6M | -1.7% | +10.3% | -12.0% | -2.9% |
| YTD | +1.4% | -20.4% | +21.7% | +1.4% |
| 1Y | +5.2% | -4.8% | +10.0% | +4.2% |
| 3Y | +52.6% | -11.6% | +64.2% | +48.9% |
| All | +70.0% | -41.3% | +111.4% | +57.9% |
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