+5,471.3%
AZN vs MOD
+673.7%
+4,797.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | +1.6% | -17.8% | +19.4% | +2.8% |
| 30D | +17.3% | -43.2% | +60.5% | +22.1% |
| 3M | +15.3% | -46.0% | +61.4% | +20.2% |
| 6M | +2.1% | -62.2% | +64.4% | +8.8% |
| YTD | +2.6% | -22.8% | +25.4% | +2.1% |
| 1Y | +7.9% | -35.5% | +43.3% | +8.6% |
| 3Y | +55.8% | +128.2% | -72.4% | +34.5% |
| 5Y | +63.0% | +791.6% | -728.6% | +20.4% |
| 10Y | +343.2% | +886.3% | -543.1% | +196.8% |
| All | +5,471.3% | +673.7% | +4,797.6% | +3,051.5% |
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