+0.5%
AZN vs MP
-17.4%
+17.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.2% |
| 7D | 0.0% | -2.9% | +2.9% | -0.1% |
| 30D | +0.7% | +13.8% | -13.1% | +1.1% |
| 3M | -10.5% | -16.7% | +6.2% | -10.2% |
| 6M | -19.3% | -11.5% | -7.8% | -19.1% |
| YTD | -10.6% | +7.9% | -18.5% | -10.2% |
| 1Y | +0.5% | -15.0% | +15.5% | +3.7% |
| All | +0.5% | -17.4% | +17.9% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling