+171.7%
MPC vs AZN
+23.5%
+148.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.2% |
| 7D | +3.9% | -1.5% | +5.4% | +3.8% |
| 30D | +33.8% | -0.9% | +34.6% | +33.7% |
| 3M | +49.9% | -11.8% | +61.7% | +49.1% |
| 6M | +80.9% | -17.6% | +98.5% | +79.9% |
| YTD | +147.4% | -12.0% | +159.5% | +144.8% |
| 1Y | +123.2% | -0.9% | +124.1% | +119.5% |
| 3Y | +171.7% | +23.7% | +148.1% | +158.2% |
| All | +171.7% | +23.5% | +148.3% | +158.2% |
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