+57.7%
AZN vs MTB
+104.1%
-46.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +1.1% | -4.8% | +5.9% | +1.6% |
| 3M | -12.1% | +6.0% | -18.1% | -12.8% |
| 6M | -17.1% | +19.6% | -36.8% | -18.9% |
| YTD | -12.0% | +21.5% | -33.5% | -14.1% |
| 1Y | -0.2% | +24.7% | -24.9% | -3.0% |
| 3Y | +26.8% | +108.6% | -81.8% | +13.9% |
| All | +57.7% | +104.1% | -46.4% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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