+56.7%
BDX vs MKC
+29.9%
+26.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.2% | -1.5% | -1.7% | -2.7% |
| 30D | -2.5% | -3.1% | +0.6% | -1.6% |
| 3M | +21.4% | +5.2% | +16.2% | +19.2% |
| 6M | +10.4% | -12.8% | +23.2% | +14.9% |
| YTD | +18.8% | -23.3% | +42.1% | +28.6% |
| 1Y | +21.7% | -24.1% | +45.8% | +31.9% |
| 3Y | -10.0% | -32.1% | +22.2% | +0.5% |
| 5Y | -1.8% | -32.8% | +31.0% | +8.5% |
| All | +56.7% | +29.9% | +26.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling