+12,360.4%
AZO vs MDY
+2,589.7%
+9,770.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -2.9% | -2.5% | -0.4% | -1.5% |
| 30D | -5.3% | -5.0% | -0.2% | -2.5% |
| 3M | -7.3% | +0.5% | -7.8% | -7.8% |
| 6M | -22.7% | +8.0% | -30.7% | -26.3% |
| YTD | -15.0% | +12.2% | -27.2% | -20.9% |
| 1Y | -32.2% | +14.0% | -46.2% | -37.7% |
| 3Y | +10.0% | +48.2% | -38.2% | -15.4% |
| 5Y | +85.8% | +46.1% | +39.8% | +41.7% |
| 10Y | +298.9% | +173.8% | +125.1% | +101.5% |
| All | +12,360.4% | +2,589.7% | +9,770.7% | +1,044.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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