+5.2%
AZN vs MP
-35.6%
+40.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.1% |
| 7D | -1.1% | +9.5% | -10.5% | -0.8% |
| 30D | +13.8% | -3.0% | +16.8% | +13.7% |
| 3M | +17.3% | -30.4% | +47.7% | +16.3% |
| 6M | -1.7% | -39.2% | +37.4% | -2.2% |
| YTD | +1.4% | -23.3% | +24.6% | +1.4% |
| 1Y | +5.2% | -32.6% | +37.8% | +4.8% |
| All | +5.2% | -35.6% | +40.7% | +4.8% |
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 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