+5,143.0%
BDX vs MTB
+8,245.1%
-3,102.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -4.3% | +2.8% | -7.1% | -4.8% |
| 30D | +1.3% | -4.2% | +5.4% | +2.1% |
| 3M | +20.2% | +7.8% | +12.5% | +18.4% |
| 6M | +8.6% | +14.8% | -6.2% | +5.6% |
| YTD | +19.0% | +20.8% | -1.8% | +14.5% |
| 1Y | +21.2% | +23.1% | -1.9% | +16.1% |
| 3Y | -9.7% | +114.8% | -124.5% | -23.3% |
| 5Y | -3.4% | +103.3% | -106.7% | -18.7% |
| 10Y | +53.9% | +173.0% | -119.1% | +15.6% |
| All | +5,143.0% | +8,245.1% | -3,102.1% | +1,644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling