+67.7%
AZN vs MP
+448.5%
-380.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.9% |
| 7D | -2.9% | -0.7% | -2.2% | -2.9% |
| 30D | -3.1% | -0.7% | -2.4% | -3.1% |
| 3M | -14.4% | 0.0% | -14.4% | -14.5% |
| 6M | -19.5% | -10.0% | -9.5% | -19.6% |
| YTD | -13.8% | +7.5% | -21.2% | -14.6% |
| 1Y | -2.4% | -14.0% | +11.6% | -2.9% |
| 3Y | +21.3% | +153.5% | -132.2% | +12.0% |
| 5Y | +53.6% | +62.7% | -9.1% | +43.6% |
| All | +67.7% | +448.5% | -380.8% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling