+57.7%
AZN vs MRSH
+18.2%
+39.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.6% | -4.8% | +3.2% | -0.1% |
| 30D | +1.1% | -6.3% | +7.4% | +3.0% |
| 3M | -12.1% | +5.8% | -17.9% | -13.8% |
| 6M | -17.1% | +2.8% | -19.9% | -18.4% |
| YTD | -12.0% | -3.1% | -8.9% | -11.8% |
| 1Y | -0.2% | -11.3% | +11.0% | +3.0% |
| 3Y | +26.8% | -5.0% | +31.7% | +27.5% |
| All | +57.7% | +18.2% | +39.5% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling