+23.3%
MDT vs AZN
+28.0%
-4.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -3.4% | -1.6% | -1.9% | -3.0% |
| 30D | +0.2% | +1.1% | -0.8% | -0.1% |
| 3M | +14.3% | -12.1% | +26.4% | +17.6% |
| 6M | +4.0% | -17.1% | +21.1% | +8.5% |
| YTD | -3.7% | -12.0% | +8.3% | -1.3% |
| 1Y | -0.4% | -0.2% | -0.1% | -0.9% |
| 3Y | +23.3% | +26.8% | -3.5% | +13.2% |
| All | +23.3% | +28.0% | -4.7% | +13.2% |
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