+193.4%
MCD vs AZN
+339.5%
-146.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -1.1% | -0.6% | -1.4% |
| 30D | +14.1% | +13.8% | +0.3% | +10.5% |
| 3M | +0.6% | +17.3% | -16.7% | -3.4% |
| 6M | 0.0% | -1.7% | +1.8% | +0.1% |
| YTD | -9.3% | +1.4% | -10.6% | -10.1% |
| 1Y | -9.3% | +5.2% | -14.5% | -11.0% |
| 3Y | +8.6% | +52.6% | -44.0% | -4.0% |
| 5Y | +21.9% | +72.9% | -51.0% | +2.8% |
| All | +193.4% | +339.5% | -146.0% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 10y: compounded portfolio wealth divided by compounded AZN 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…
10y analysis · Full analysis span regression · 6 months rolling