+4,581.7%
AZN vs MTB
+3,427.8%
+1,153.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | -3.1% | -4.6% | +1.5% | -2.2% |
| 3M | -14.4% | +6.3% | -20.7% | -15.6% |
| 6M | -19.5% | +15.6% | -35.1% | -21.9% |
| YTD | -13.8% | +20.6% | -34.3% | -17.1% |
| 1Y | -2.4% | +22.5% | -24.9% | -6.6% |
| 3Y | +21.3% | +114.4% | -93.2% | +2.2% |
| 5Y | +53.6% | +101.9% | -48.2% | +28.1% |
| 10Y | +220.1% | +170.4% | +49.7% | +132.3% |
| All | +4,581.7% | +3,427.8% | +1,153.9% | +1,884.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling