+591.3%
AZN vs MUB
+76.3%
+515.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -0.9% | -1.5% | +0.7% | +0.1% |
| 3M | -11.8% | -1.9% | -9.9% | -10.8% |
| 6M | -17.6% | -1.7% | -15.9% | -16.7% |
| YTD | -12.0% | -0.8% | -11.3% | -11.6% |
| 1Y | -0.9% | +1.5% | -2.4% | -1.6% |
| 3Y | +23.7% | +8.8% | +14.9% | +18.3% |
| 5Y | +54.5% | +2.0% | +52.5% | +52.3% |
| 10Y | +218.2% | +18.0% | +200.2% | +196.6% |
| All | +591.3% | +76.3% | +515.0% | +423.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling