+198.4%
AZN vs MGY
+210.4%
-11.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.6% | +3.5% | -5.1% | -1.8% |
| 30D | +1.1% | +5.3% | -4.2% | +0.7% |
| 3M | -12.1% | +2.6% | -14.8% | -12.4% |
| 6M | -17.1% | -3.3% | -13.9% | -17.2% |
| YTD | -12.0% | +29.2% | -41.2% | -13.8% |
| 1Y | -0.2% | +18.0% | -18.3% | -1.8% |
| 3Y | +26.8% | +30.0% | -3.2% | +23.0% |
| 5Y | +56.9% | +92.7% | -35.8% | +46.7% |
| All | +198.4% | +210.4% | -11.9% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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