+123.5%
MPC vs AZN
-2.0%
+125.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.4% | 0.0% |
| 7D | +3.2% | -2.9% | +6.1% | +2.6% |
| 30D | +25.0% | -3.1% | +28.1% | +24.3% |
| 3M | +55.2% | -14.4% | +69.6% | +51.1% |
| 6M | +86.4% | -19.5% | +105.9% | +80.3% |
| YTD | +148.5% | -13.8% | +162.2% | +138.7% |
| All | +123.5% | -2.0% | +125.5% | +114.4% |
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