+29.9%
MCHP vs AZN
+18.4%
+11.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -2.9% |
| 7D | -5.4% | +11.5% | -16.9% | -4.2% |
| 30D | -7.5% | +20.8% | -28.3% | -5.8% |
| 3M | -6.0% | +21.5% | -27.5% | -4.2% |
| 6M | -20.1% | +3.0% | -23.1% | -18.8% |
| YTD | +20.2% | +3.9% | +16.4% | +20.5% |
| 1Y | +29.9% | +16.4% | +13.5% | +34.6% |
| All | +29.9% | +18.4% | +11.5% | +34.6% |
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