+18.4%
MDLZ vs AZN
+54.9%
-36.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | +1.7% | -3.1% | +4.8% | +2.3% |
| 30D | +1.1% | +0.6% | +0.6% | +0.9% |
| 3M | -1.8% | -10.8% | +8.9% | +0.4% |
| 6M | +12.3% | -18.1% | +30.4% | +16.9% |
| YTD | +18.0% | -12.3% | +30.3% | +20.8% |
| 1Y | +3.8% | -0.2% | +4.0% | +3.1% |
| 3Y | -2.4% | +23.4% | -25.8% | -8.8% |
| 5Y | +18.4% | +56.4% | -38.0% | +4.8% |
| All | +18.4% | +54.9% | -36.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling