+56.7%
BDX vs MTB
+173.8%
-117.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -2.5% | -4.8% | +2.3% | -1.7% |
| 3M | +21.4% | +6.0% | +15.5% | +20.1% |
| 6M | +10.4% | +19.6% | -9.2% | +6.8% |
| YTD | +18.8% | +21.5% | -2.6% | +14.5% |
| 1Y | +21.7% | +24.7% | -3.0% | +16.7% |
| 3Y | -10.0% | +108.6% | -118.5% | -21.6% |
| 5Y | -1.8% | +106.7% | -108.5% | -15.6% |
| All | +56.7% | +173.8% | -117.2% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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