+81.7%
MDLZ vs AZN
+223.4%
-141.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +1.9% | -1.6% | +3.4% | +2.3% |
| 30D | +0.4% | +1.1% | -0.6% | +0.1% |
| 3M | -0.6% | -12.1% | +11.5% | +2.6% |
| 6M | +14.7% | -17.1% | +31.9% | +20.1% |
| YTD | +18.0% | -12.0% | +30.0% | +21.2% |
| 1Y | +4.1% | -0.2% | +4.3% | +3.1% |
| 3Y | -4.6% | +26.8% | -31.4% | -12.9% |
| 5Y | +18.4% | +56.9% | -38.5% | -0.3% |
| All | +81.7% | +223.4% | -141.7% | +33.6% |
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 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