+23.7%
AZN vs MP
+159.6%
-135.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -1.7% |
| 7D | -1.5% | +3.0% | -4.5% | -1.6% |
| 30D | -0.9% | +8.3% | -9.2% | -1.1% |
| 3M | -11.8% | -3.8% | -8.0% | -11.8% |
| 6M | -17.6% | -4.9% | -12.7% | -17.8% |
| YTD | -12.0% | +9.6% | -21.6% | -12.9% |
| 1Y | -0.9% | -11.7% | +10.9% | -1.5% |
| 3Y | +23.7% | +158.5% | -134.8% | +15.1% |
| All | +23.7% | +159.6% | -135.9% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling