-10.7%
BDX vs MDY
+47.3%
-57.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.4% |
| 7D | -5.4% | -2.5% | -2.9% | -4.3% |
| 30D | -2.2% | -5.0% | +2.9% | +0.2% |
| 3M | +20.1% | +0.5% | +19.6% | +19.6% |
| 6M | +9.1% | +8.0% | +1.0% | +4.6% |
| YTD | +17.9% | +12.2% | +5.7% | +11.0% |
| 1Y | +22.1% | +14.0% | +8.1% | +14.1% |
| All | -10.7% | +47.3% | -57.9% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling