+16.3%
AZN vs MRSH
+17.6%
-1.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | +7.1% | +6.3% | +0.8% | +6.0% |
| 30D | +17.8% | +21.9% | -4.1% | +14.6% |
| 3M | +15.7% | +9.4% | +6.3% | +13.8% |
| 6M | +3.1% | +25.9% | -22.8% | +0.1% |
| YTD | +2.7% | +14.7% | -12.0% | 0.0% |
| 1Y | +16.3% | +19.3% | -2.9% | +13.3% |
| All | +16.3% | +17.6% | -1.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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