+19.0%
AZN vs MOD
-42.2%
+61.1%
-2.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.9% | -8.3% | +3.0% |
| 7D | +1.5% | -13.9% | +15.4% | -1.1% |
| 30D | +19.0% | -41.5% | +60.5% | +8.4% |
| All | +19.0% | -42.2% | +61.1% | +8.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling