+52.3%
BDX vs MOH
+53.5%
-1.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.9% | -3.4% | +5.1% |
| 7D | +7.2% | +14.3% | -7.1% | +6.6% |
| 30D | +15.8% | +16.7% | -0.9% | +15.1% |
| 3M | +23.7% | +18.3% | +5.4% | +23.0% |
| 6M | +44.8% | +15.8% | +29.0% | +44.0% |
| YTD | +39.8% | +30.5% | +9.3% | +38.9% |
| 1Y | +52.3% | +49.3% | +3.1% | +49.6% |
| All | +52.3% | +53.5% | -1.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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