+73.8%
AZN vs MP
+450.8%
-377.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.3% |
| 7D | 0.0% | -2.9% | +2.9% | +0.1% |
| 30D | +0.7% | +13.8% | -13.1% | +0.3% |
| 3M | -10.5% | -16.7% | +6.2% | -10.1% |
| 6M | -19.3% | -11.5% | -7.8% | -19.3% |
| YTD | -10.6% | +7.9% | -18.5% | -11.4% |
| 1Y | +0.5% | -15.0% | +15.5% | 0.0% |
| 3Y | +25.9% | +153.5% | -127.6% | +16.3% |
| 5Y | +52.4% | +58.7% | -6.3% | +42.4% |
| All | +73.8% | +450.8% | -377.0% | +41.8% |
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 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