+96.0%
MMM vs AZN
+27.6%
+68.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.3% |
| 7D | -3.2% | -3.1% | -0.1% | -2.5% |
| 30D | -10.7% | +0.6% | -11.2% | -10.8% |
| 3M | +4.3% | -10.8% | +15.1% | +6.8% |
| 6M | +5.9% | -18.1% | +24.0% | +10.8% |
| YTD | +3.2% | -12.3% | +15.4% | +6.1% |
| 1Y | +8.0% | -0.2% | +8.2% | +8.0% |
| All | +96.0% | +27.6% | +68.5% | +78.9% |
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