+4,298.7%
MCD vs AZN
+5,142.4%
-843.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.1% |
| 3M | +0.6% | +17.3% | -16.7% | -2.7% |
| 6M | 0.0% | -1.7% | +1.8% | +0.1% |
| YTD | -9.3% | +1.4% | -10.6% | -10.0% |
| 1Y | -9.3% | +5.2% | -14.5% | -10.7% |
| 3Y | +8.6% | +52.6% | -44.0% | -1.6% |
| 5Y | +21.9% | +72.9% | -51.0% | +6.6% |
| 10Y | +202.8% | +333.0% | -130.2% | +117.7% |
| All | +4,298.7% | +5,142.4% | -843.6% | +1,977.3% |
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