+66.5%
AZN vs MOD
+832.8%
-766.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.9% | -8.3% | +1.4% |
| 7D | +1.5% | -13.9% | +15.4% | +1.6% |
| 30D | +19.0% | -41.5% | +60.5% | +20.0% |
| 3M | +17.3% | -45.7% | +63.1% | +18.4% |
| 6M | +3.6% | -61.1% | +64.7% | +5.2% |
| YTD | +4.1% | -20.5% | +24.6% | +3.2% |
| 1Y | +13.1% | -32.1% | +45.3% | +12.6% |
| 3Y | +55.8% | +146.5% | -90.7% | +42.1% |
| 5Y | +66.5% | +812.7% | -746.3% | +43.0% |
| All | +66.5% | +832.8% | -766.3% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling