+23.0%
MMM vs AZN
+18.4%
+4.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.8% | +6.8% | +8.7% |
| 7D | +12.2% | +11.5% | +0.7% | +8.9% |
| 30D | +18.8% | +20.8% | -1.9% | +12.8% |
| 3M | +7.4% | +21.5% | -14.1% | +1.5% |
| 6M | +38.3% | +3.0% | +35.3% | +36.5% |
| YTD | +22.9% | +3.9% | +19.0% | +21.2% |
| 1Y | +23.0% | +16.4% | +6.6% | +19.5% |
| All | +23.0% | +18.4% | +4.6% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling