+216.5%
AZN vs MDY
+177.2%
+39.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -1.6% | -1.9% | +0.3% | -0.9% |
| 30D | +1.1% | -4.6% | +5.7% | +2.8% |
| 3M | -12.1% | -1.2% | -10.9% | -11.9% |
| 6M | -17.1% | +9.2% | -26.4% | -20.1% |
| YTD | -12.0% | +13.1% | -25.0% | -16.3% |
| 1Y | -0.2% | +13.0% | -13.2% | -5.2% |
| 3Y | +26.8% | +49.2% | -22.4% | +6.9% |
| 5Y | +56.9% | +47.2% | +9.6% | +30.8% |
| All | +216.5% | +177.2% | +39.3% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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