+4,678.0%
AZN vs MRSH
+2,489.5%
+2,188.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.3% |
| YTD | -12.0% | -3.1% | -8.9% | -11.9% |
| 1Y | -0.2% | -11.3% | +11.0% | +2.4% |
| 3Y | +26.8% | -5.0% | +31.7% | +26.9% |
| 5Y | +56.9% | +19.2% | +37.7% | +45.6% |
| 10Y | +226.7% | +217.4% | +9.4% | +125.6% |
| All | +4,678.0% | +2,489.5% | +2,188.6% | +1,782.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling