+679.9%
MPC vs AZN
+51.7%
+628.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.4% | +0.5% |
| 7D | +3.2% | -2.9% | +6.1% | +3.4% |
| 30D | +25.0% | -3.1% | +28.1% | +25.2% |
| 3M | +55.2% | -14.4% | +69.6% | +56.6% |
| 6M | +86.4% | -19.5% | +105.9% | +89.0% |
| YTD | +148.5% | -13.8% | +162.2% | +149.0% |
| 1Y | +121.7% | -2.4% | +124.1% | +118.1% |
| 3Y | +172.9% | +21.3% | +151.6% | +155.8% |
| 5Y | +679.9% | +53.6% | +626.3% | +612.8% |
| All | +679.9% | +51.7% | +628.2% | +612.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling