+54.5%
AZN vs MP
+61.8%
-7.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | -11.8% | -3.8% | -8.0% | -11.8% |
| 6M | -17.6% | -4.9% | -12.7% | -17.9% |
| YTD | -12.0% | +9.6% | -21.6% | -13.1% |
| 1Y | -0.9% | -11.7% | +10.9% | -1.7% |
| 3Y | +23.7% | +158.5% | -134.8% | +11.1% |
| 5Y | +54.5% | +68.9% | -14.4% | +48.2% |
| All | +54.5% | +61.8% | -7.3% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling