+176.9%
MCD vs AZN
+223.4%
-46.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -1.2% | -1.6% | +0.3% | -0.9% |
| 30D | -7.8% | +1.1% | -8.8% | -8.0% |
| 3M | -10.7% | -12.1% | +1.4% | -8.1% |
| 6M | -21.3% | -17.1% | -4.1% | -17.9% |
| YTD | -15.8% | -12.0% | -3.8% | -13.6% |
| 1Y | -16.0% | -0.2% | -15.8% | -16.7% |
| 3Y | -3.0% | +26.8% | -29.7% | -10.2% |
| 5Y | +18.6% | +56.9% | -38.3% | +2.3% |
| All | +176.9% | +223.4% | -46.5% | +106.3% |
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