+1,171.8%
MPC vs AZN
+339.5%
+832.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.2% | -1.1% | +12.3% | +11.5% |
| 30D | -14.5% | +13.8% | -28.3% | -17.2% |
| 3M | +16.7% | +17.3% | -0.6% | +11.9% |
| 6M | +67.6% | -1.7% | +69.3% | +67.0% |
| YTD | +157.9% | +1.4% | +156.6% | +152.6% |
| 1Y | +116.7% | +5.2% | +111.5% | +109.7% |
| 3Y | +199.8% | +52.6% | +147.1% | +151.6% |
| 5Y | +604.4% | +72.9% | +531.6% | +448.9% |
| All | +1,171.8% | +339.5% | +832.3% | +680.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling