+1,893.9%
MMM vs AZN
+5,142.4%
-3,248.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | +12.1% | +13.8% | -1.7% | +8.5% |
| 3M | +1.4% | +17.3% | -15.9% | -2.7% |
| 6M | +26.6% | -1.7% | +28.3% | +26.5% |
| YTD | +16.8% | +1.4% | +15.5% | +15.8% |
| 1Y | +10.1% | +5.2% | +4.9% | +8.0% |
| 3Y | +158.4% | +52.6% | +105.8% | +128.1% |
| 5Y | +43.1% | +72.9% | -29.8% | +21.1% |
| 10Y | +74.2% | +333.0% | -258.9% | +13.0% |
| All | +1,893.9% | +5,142.4% | -3,248.5% | +742.9% |
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 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