+3,101.0%
MPC vs AZN
+466.9%
+2,634.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +31.0% | +0.7% | +30.2% | +30.4% |
| 3M | +46.0% | -10.5% | +56.5% | +50.6% |
| 6M | +77.3% | -19.3% | +96.6% | +88.9% |
| YTD | +141.9% | -10.6% | +152.5% | +146.2% |
| 1Y | +120.9% | +0.5% | +120.4% | +113.4% |
| 3Y | +182.7% | +25.9% | +156.8% | +141.0% |
| 5Y | +646.4% | +52.4% | +594.0% | +460.8% |
| 10Y | +1,138.7% | +220.8% | +917.9% | +506.0% |
| All | +3,101.0% | +466.9% | +2,634.1% | +771.6% |
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