+343.2%
AZN vs MOD
+920.5%
-577.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.3% |
| 7D | +1.6% | -17.8% | +19.4% | +2.0% |
| 30D | +17.3% | -43.2% | +60.5% | +19.1% |
| 3M | +15.3% | -46.0% | +61.4% | +17.1% |
| 6M | +2.1% | -62.2% | +64.4% | +4.7% |
| YTD | +2.6% | -22.8% | +25.4% | +2.1% |
| 1Y | +7.9% | -35.5% | +43.3% | +7.9% |
| 3Y | +55.8% | +128.2% | -72.4% | +44.5% |
| 5Y | +63.0% | +791.6% | -728.6% | +40.5% |
| 10Y | +343.2% | +886.3% | -543.1% | +258.3% |
| All | +343.2% | +920.5% | -577.3% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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