-4.6%
MDLZ vs AZN
+25.4%
-30.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | +1.4% | -3.1% | +4.5% | +2.0% |
| 3M | 0.0% | -14.4% | +14.5% | +2.8% |
| 6M | +9.1% | -19.5% | +28.6% | +13.4% |
| YTD | +17.9% | -13.8% | +31.7% | +20.8% |
| 1Y | +3.2% | -2.4% | +5.6% | +3.2% |
| All | -4.6% | +25.4% | -30.0% | -10.9% |
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 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