+57.7%
AZN vs MTCH
-73.3%
+131.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.2% |
| 7D | -1.6% | +1.3% | -2.8% | -1.7% |
| 30D | +1.1% | +15.9% | -14.8% | -0.2% |
| 3M | -12.1% | +23.3% | -35.4% | -13.8% |
| 6M | -17.1% | +40.1% | -57.3% | -19.7% |
| YTD | -12.0% | +33.6% | -45.6% | -14.4% |
| 1Y | -0.2% | +14.1% | -14.3% | -1.8% |
| 3Y | +26.8% | +1.4% | +25.4% | +24.5% |
| All | +57.7% | -73.3% | +131.0% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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