+0.7%
MCHP vs AZN
+28.0%
-27.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.6% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | -6.0% | +1.1% | -7.1% | -6.3% |
| 3M | -19.7% | -12.1% | -7.6% | -17.9% |
| 6M | +14.0% | -17.1% | +31.2% | +18.6% |
| YTD | +18.4% | -12.0% | +30.4% | +20.3% |
| 1Y | +17.1% | -0.2% | +17.3% | +13.8% |
| 3Y | +0.7% | +26.8% | -26.1% | -10.2% |
| All | +0.7% | +28.0% | -27.3% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling