+454.2%
MDLZ vs AZN
+688.2%
-233.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +1.3% | -10.5% | +11.8% | +3.9% |
| 6M | +6.2% | -19.3% | +25.5% | +11.6% |
| YTD | +15.8% | -10.6% | +26.4% | +18.3% |
| 1Y | +4.1% | +0.5% | +3.6% | +3.1% |
| 3Y | -4.1% | +25.9% | -30.0% | -11.4% |
| 5Y | +13.4% | +52.4% | -39.0% | -1.6% |
| 10Y | +75.7% | +220.8% | -145.1% | +23.7% |
| All | +454.2% | +688.2% | -233.9% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling