+4,662.2%
AZN vs MTZ
+18,898.2%
-14,236.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +0.6% | -14.8% | +15.4% | +1.6% |
| 3M | -10.8% | -30.8% | +20.0% | -9.0% |
| 6M | -18.1% | -22.6% | +4.5% | -17.2% |
| YTD | -12.3% | +6.8% | -19.1% | -13.4% |
| 1Y | -0.2% | +22.1% | -22.3% | -2.6% |
| 3Y | +23.4% | +153.1% | -129.8% | +12.4% |
| 5Y | +56.4% | +161.4% | -105.1% | +40.5% |
| 10Y | +225.7% | +723.1% | -497.5% | +160.9% |
| All | +4,662.2% | +18,898.2% | -14,236.0% | +2,785.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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