+216.5%
AZN vs MRSH
+218.8%
-2.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.6% | -4.8% | +3.2% | +0.2% |
| 30D | +1.1% | -6.3% | +7.4% | +3.5% |
| 3M | -12.1% | +5.8% | -17.9% | -14.2% |
| 6M | -17.1% | +2.8% | -19.9% | -18.7% |
| YTD | -12.0% | -3.1% | -8.9% | -11.9% |
| 1Y | -0.2% | -11.3% | +11.0% | +3.2% |
| 3Y | +26.8% | -5.0% | +31.7% | +26.7% |
| 5Y | +56.9% | +19.2% | +37.7% | +40.8% |
| All | +216.5% | +218.8% | -2.3% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling