+4,325.6%
MCD vs AZN
+5,140.4%
-814.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +16.0% | +18.3% | -2.3% | +12.1% |
| 3M | 0.0% | +16.3% | -16.4% | -3.1% |
| 6M | +0.9% | -0.1% | +1.0% | +0.7% |
| YTD | -8.7% | +1.3% | -10.0% | -9.4% |
| 1Y | -8.6% | +6.2% | -14.8% | -10.1% |
| 3Y | +9.9% | +53.9% | -44.0% | -0.7% |
| 5Y | +22.6% | +72.8% | -50.2% | +7.3% |
| 10Y | +204.6% | +332.8% | -128.2% | +119.0% |
| All | +4,325.6% | +5,140.4% | -814.8% | +1,990.2% |
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