+54.5%
AZN vs MLM
+43.0%
+11.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -1.5% | +1.4% | -2.9% | -1.8% |
| 30D | -0.9% | -6.5% | +5.7% | +0.4% |
| 3M | -11.8% | -7.4% | -4.4% | -10.8% |
| 6M | -17.6% | -15.8% | -1.8% | -15.0% |
| YTD | -12.0% | -17.4% | +5.4% | -9.3% |
| 1Y | -0.9% | -17.9% | +17.0% | +2.3% |
| 3Y | +23.7% | +18.9% | +4.8% | +15.2% |
| 5Y | +54.5% | +43.4% | +11.1% | +36.3% |
| All | +54.5% | +43.0% | +11.5% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling