+57.7%
AZN vs MUB
+1.2%
+56.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.2% |
| 7D | -1.6% | -0.8% | -0.7% | -0.6% |
| 30D | +1.1% | -2.4% | +3.4% | +3.9% |
| 3M | -12.1% | -2.8% | -9.3% | -9.1% |
| 6M | -17.1% | -2.2% | -14.9% | -14.9% |
| YTD | -12.0% | -1.6% | -10.4% | -10.2% |
| 1Y | -0.2% | 0.0% | -0.3% | 0.0% |
| 3Y | +26.8% | +7.9% | +18.9% | +18.4% |
| All | +57.7% | +1.2% | +56.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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