+220.1%
AZN vs MLM
+203.1%
+17.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.7% |
| 7D | -2.9% | -2.7% | -0.2% | -2.5% |
| 30D | -3.1% | -8.3% | +5.3% | -1.8% |
| 3M | -14.4% | -12.0% | -2.5% | -13.0% |
| 6M | -19.5% | -17.6% | -1.9% | -17.3% |
| YTD | -13.8% | -18.9% | +5.1% | -11.4% |
| 1Y | -2.4% | -17.6% | +15.3% | -0.1% |
| 3Y | +21.3% | +16.8% | +4.5% | +16.9% |
| 5Y | +53.6% | +41.0% | +12.6% | +42.7% |
| 10Y | +220.1% | +209.3% | +10.8% | +152.1% |
| All | +220.1% | +203.1% | +17.1% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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