+5,143.0%
BDX vs MKC
+3,364.7%
+1,778.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | -4.3% | -4.3% | +0.1% | -3.2% |
| 30D | +1.3% | -2.0% | +3.3% | +1.7% |
| 3M | +20.2% | +10.0% | +10.3% | +17.3% |
| 6M | +8.6% | -18.5% | +27.1% | +13.7% |
| YTD | +19.0% | -22.4% | +41.4% | +25.8% |
| 1Y | +21.2% | -23.6% | +44.8% | +28.4% |
| 3Y | -9.7% | -30.4% | +20.7% | -2.8% |
| 5Y | -3.4% | -34.2% | +30.8% | +4.6% |
| 10Y | +53.9% | +26.8% | +27.0% | +41.4% |
| All | +5,143.0% | +3,364.7% | +1,778.2% | +2,568.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling