-9.3%
MCD vs AZN
+6.0%
-15.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.4% |
| 3M | +0.6% | +17.3% | -16.7% | -3.4% |
| 6M | 0.0% | -1.7% | +1.8% | 0.0% |
| YTD | -9.3% | +1.4% | -10.6% | -10.1% |
| 1Y | -9.3% | +5.2% | -14.5% | -11.4% |
| All | -9.3% | +6.0% | -15.3% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling