+4.1%
MDLZ vs AZN
+0.4%
+3.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | +0.7% | -2.9% | -2.3% |
| 3M | +1.3% | -10.5% | +11.8% | +3.3% |
| 6M | +6.2% | -19.3% | +25.5% | +10.1% |
| YTD | +15.8% | -10.6% | +26.4% | +18.2% |
| 1Y | +4.1% | +0.5% | +3.6% | +3.9% |
| All | +4.1% | +0.4% | +3.7% | +3.9% |
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