+3,106.3%
MPC vs AZN
+550.8%
+2,555.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -8.8% | +1.6% | -10.4% | -9.4% |
| 30D | -14.4% | +17.3% | -31.7% | -19.3% |
| 3M | +21.9% | +15.3% | +6.6% | +15.3% |
| 6M | +60.1% | +2.1% | +58.0% | +56.6% |
| YTD | +142.3% | +2.6% | +139.7% | +133.9% |
| 1Y | +101.7% | +7.9% | +93.8% | +90.6% |
| 3Y | +184.8% | +55.8% | +128.9% | +123.2% |
| 5Y | +564.6% | +63.0% | +501.6% | +393.0% |
| 10Y | +1,098.3% | +343.2% | +755.1% | +396.5% |
| All | +3,106.3% | +550.8% | +2,555.6% | +728.0% |
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