+5,731.6%
MU vs AZN
+223.4%
+5,508.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -4.1% | -1.6% | -2.5% | -3.6% |
| 30D | +7.0% | +1.1% | +6.0% | +6.4% |
| 3M | -2.1% | -12.1% | +10.1% | +1.3% |
| 6M | +133.1% | -17.1% | +150.2% | +145.5% |
| YTD | +241.9% | -12.0% | +253.9% | +251.1% |
| 1Y | +548.8% | -0.2% | +549.0% | +532.8% |
| 3Y | +1,308.2% | +26.8% | +1,281.4% | +1,127.6% |
| 5Y | +1,260.7% | +56.9% | +1,203.8% | +954.6% |
| All | +5,731.6% | +223.4% | +5,508.2% | +3,427.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling