+107.6%
MDLZ vs AZN
+339.5%
-231.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +2.3% | -1.1% | +3.4% | +2.6% |
| 30D | +7.9% | +13.8% | -5.9% | +4.3% |
| 3M | +7.3% | +17.3% | -10.1% | +2.7% |
| 6M | +11.7% | -1.7% | +13.4% | +11.7% |
| YTD | +28.7% | +1.4% | +27.4% | +27.3% |
| 1Y | +22.8% | +5.2% | +17.6% | +20.1% |
| 3Y | +6.6% | +52.6% | -46.0% | -7.4% |
| 5Y | +23.2% | +72.9% | -49.7% | +1.5% |
| All | +107.6% | +339.5% | -231.9% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling