+52.3%
BDX vs MDY
+17.5%
+34.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.3% |
| 7D | +7.2% | +1.7% | +5.5% | +6.4% |
| 30D | +15.8% | +1.2% | +14.6% | +15.1% |
| 3M | +23.7% | -3.5% | +27.2% | +25.7% |
| 6M | +44.8% | +3.5% | +41.3% | +41.0% |
| YTD | +39.8% | +13.6% | +26.2% | +26.9% |
| 1Y | +52.3% | +17.1% | +35.3% | +36.3% |
| All | +52.3% | +17.5% | +34.8% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling