+19.1%
MCD vs AZN
+52.2%
-33.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -2.9% | -2.9% | 0.0% | -2.3% |
| 30D | -6.7% | -3.1% | -3.7% | -6.2% |
| 3M | -9.6% | -14.4% | +4.9% | -6.9% |
| 6M | -22.3% | -19.5% | -2.8% | -19.1% |
| YTD | -15.4% | -13.8% | -1.7% | -13.3% |
| 1Y | -16.8% | -2.4% | -14.4% | -16.7% |
| 3Y | -2.4% | +21.3% | -23.7% | -6.9% |
| All | +19.1% | +52.2% | -33.2% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling