+338.2%
AZN vs MOD
+1,079.7%
-741.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.8% | -0.7% |
| 7D | -1.1% | +40.4% | -41.5% | -2.1% |
| 30D | +13.8% | -14.0% | +27.8% | +14.1% |
| 3M | +17.3% | -33.3% | +50.6% | +18.4% |
| 6M | -1.7% | -51.4% | +49.7% | -0.1% |
| YTD | +1.4% | +1.6% | -0.2% | 0.0% |
| 1Y | +5.2% | +5.4% | -0.2% | +3.5% |
| 3Y | +52.6% | +191.0% | -138.4% | +40.6% |
| 5Y | +72.9% | +1,093.1% | -1,020.3% | +47.7% |
| All | +338.2% | +1,079.7% | -741.5% | +258.7% |
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