+2,518.3%
BDX vs MDY
+2,644.5%
-126.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | -4.3% | +1.0% | -5.3% | -4.7% |
| 30D | +1.3% | -3.1% | +4.4% | +2.8% |
| 3M | +20.2% | +1.8% | +18.4% | +19.1% |
| 6M | +8.6% | +10.8% | -2.2% | +3.2% |
| YTD | +19.0% | +14.4% | +4.5% | +11.3% |
| 1Y | +21.2% | +15.2% | +6.0% | +13.0% |
| 3Y | -9.7% | +51.2% | -60.9% | -26.7% |
| 5Y | -3.4% | +47.2% | -50.6% | -21.8% |
| 10Y | +53.9% | +171.1% | -117.2% | -10.7% |
| All | +2,518.3% | +2,644.5% | -126.1% | +328.4% |
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