+4,035.4%
MCD vs AZN
+4,524.2%
-488.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.3% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -6.0% | +0.7% | -6.8% | -6.2% |
| 3M | -5.6% | -10.5% | +4.9% | -3.6% |
| 6M | -21.9% | -19.3% | -2.6% | -18.6% |
| YTD | -14.7% | -10.6% | -4.1% | -13.1% |
| 1Y | -17.3% | +0.5% | -17.8% | -17.9% |
| 3Y | -2.2% | +25.9% | -28.0% | -7.9% |
| 5Y | +20.3% | +52.4% | -32.1% | +7.8% |
| 10Y | +180.7% | +220.8% | -40.1% | +113.8% |
| All | +4,035.4% | +4,524.2% | -488.8% | +1,904.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling