+4,753.5%
AZN vs MOD
+1,416.7%
+3,336.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.6% |
| 7D | 0.0% | +9.6% | -9.6% | -0.8% |
| 30D | +0.7% | 0.0% | +0.7% | +0.6% |
| 3M | -10.5% | -35.4% | +24.9% | -7.8% |
| 6M | -19.3% | -7.3% | -12.0% | -19.8% |
| YTD | -10.6% | +45.8% | -56.4% | -14.9% |
| 1Y | +0.5% | +43.1% | -42.6% | -4.7% |
| 3Y | +25.9% | +297.7% | -271.8% | +4.5% |
| 5Y | +52.4% | +1,478.8% | -1,426.3% | +8.2% |
| 10Y | +220.8% | +1,633.4% | -1,412.6% | +106.9% |
| All | +4,753.5% | +1,416.7% | +3,336.8% | +2,521.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling