+102.3%
AZN vs MP
+281.3%
-179.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -5.0% | +1.4% |
| 7D | +1.5% | -1.6% | +3.1% | +1.5% |
| 30D | +19.0% | -18.2% | +37.1% | +19.6% |
| 3M | +17.3% | -26.1% | +43.5% | +18.3% |
| 6M | +3.6% | -44.0% | +47.6% | +5.2% |
| YTD | +4.1% | -25.3% | +29.4% | +4.2% |
| 1Y | +13.1% | -35.6% | +48.7% | +13.7% |
| 3Y | +55.8% | +147.1% | -91.3% | +43.5% |
| 5Y | +66.5% | -11.3% | +77.7% | +57.5% |
| All | +102.3% | +281.3% | -179.0% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling