+220.1%
AZN vs MOD
+1,486.8%
-1,266.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.8% |
| 7D | -2.9% | +3.6% | -6.5% | -3.0% |
| 30D | -3.1% | -2.6% | -0.4% | -3.0% |
| 3M | -14.4% | -33.1% | +18.7% | -13.4% |
| 6M | -19.5% | -7.5% | -12.0% | -19.8% |
| YTD | -13.8% | +39.3% | -53.0% | -15.5% |
| 1Y | -2.4% | +34.3% | -36.6% | -4.4% |
| 3Y | +21.3% | +296.2% | -274.9% | +10.8% |
| 5Y | +53.6% | +1,504.6% | -1,450.9% | +30.1% |
| 10Y | +220.1% | +1,511.5% | -1,291.4% | +163.0% |
| All | +220.1% | +1,486.8% | -1,266.6% | +163.0% |
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