+25,846.3%
MCHP vs AZN
+4,437.2%
+21,409.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.5% |
| 7D | -2.1% | -3.1% | +1.0% | -1.1% |
| 30D | -11.1% | +0.6% | -11.7% | -11.4% |
| 3M | -18.1% | -10.8% | -7.3% | -15.9% |
| 6M | +10.8% | -18.1% | +28.9% | +16.6% |
| YTD | +14.2% | -12.3% | +26.5% | +17.5% |
| 1Y | +13.5% | -0.2% | +13.7% | +11.3% |
| 3Y | -2.0% | +23.4% | -25.4% | -11.4% |
| 5Y | +1.4% | +56.4% | -55.0% | -16.5% |
| 10Y | +195.5% | +225.7% | -30.2% | +90.6% |
| All | +25,846.3% | +4,437.2% | +21,409.0% | +5,826.5% |
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