+4,662.9%
AZN vs MLM
+3,058.1%
+1,604.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.1% |
| 7D | +1.5% | -3.8% | +5.4% | +2.2% |
| 30D | +19.0% | +11.0% | +8.0% | +16.6% |
| 3M | +17.3% | -3.1% | +20.4% | +17.9% |
| 6M | +3.6% | -9.8% | +13.4% | +5.2% |
| YTD | +4.1% | -14.4% | +18.4% | +6.4% |
| 1Y | +13.1% | -12.6% | +25.7% | +15.2% |
| 3Y | +55.8% | +19.7% | +36.0% | +48.2% |
| 5Y | +66.5% | +29.8% | +36.7% | +54.1% |
| 10Y | +329.7% | +153.5% | +176.2% | +232.1% |
| All | +4,662.9% | +3,058.1% | +1,604.9% | +2,112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling