+43,223.6%
MU vs AZN
+4,524.2%
+38,699.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.6% |
| 7D | +9.0% | 0.0% | +9.0% | +8.9% |
| 30D | +13.8% | +0.7% | +13.1% | +13.2% |
| 3M | +2.1% | -10.5% | +12.6% | +5.0% |
| 6M | +153.8% | -19.3% | +173.1% | +171.1% |
| YTD | +256.4% | -10.6% | +267.0% | +264.9% |
| 1Y | +719.8% | +0.5% | +719.2% | +699.4% |
| 3Y | +1,360.4% | +25.9% | +1,334.5% | +1,178.4% |
| 5Y | +1,312.4% | +52.4% | +1,260.0% | +1,020.0% |
| 10Y | +6,142.6% | +220.8% | +5,921.7% | +3,433.8% |
| All | +43,223.6% | +4,524.2% | +38,699.4% | +11,550.8% |
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 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