+3,991.7%
AZN vs MLM
+2,961.7%
+1,030.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | +0.7% | -6.8% | +7.6% | +2.0% |
| 3M | -10.5% | -11.2% | +0.7% | -8.8% |
| 6M | -19.3% | -21.8% | +2.6% | -15.8% |
| YTD | -10.6% | -17.0% | +6.4% | -8.0% |
| 1Y | +0.5% | -16.4% | +16.9% | +3.2% |
| 3Y | +25.9% | +14.5% | +11.4% | +20.7% |
| 5Y | +52.4% | +41.7% | +10.7% | +38.6% |
| 10Y | +220.8% | +200.0% | +20.8% | +139.2% |
| All | +3,991.7% | +2,961.7% | +1,030.0% | +1,812.9% |
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