+1,711.1%
MMM vs AZN
+4,448.6%
-2,737.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -1.6% | -1.5% | -0.1% | -1.2% |
| 30D | -8.0% | -0.9% | -7.2% | -7.9% |
| 3M | +9.4% | -11.8% | +21.2% | +12.5% |
| 6M | +10.2% | -17.6% | +27.8% | +15.3% |
| YTD | +6.1% | -12.0% | +18.2% | +9.1% |
| 1Y | +10.8% | -0.9% | +11.7% | +10.2% |
| 3Y | +104.8% | +23.7% | +81.1% | +90.8% |
| 5Y | +27.0% | +54.5% | -27.5% | +10.4% |
| 10Y | +53.8% | +218.2% | -164.4% | +7.9% |
| All | +1,711.1% | +4,448.6% | -2,737.6% | +694.3% |
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