+104.3%
BSX vs MCD
+211.9%
-107.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.4% |
| 7D | +2.8% | +7.3% | -4.5% | -0.9% |
| 30D | +4.6% | +20.0% | -15.3% | -4.9% |
| 3M | -11.4% | +3.8% | -15.2% | -13.2% |
| 6M | -17.1% | +3.8% | -20.9% | -18.9% |
| YTD | -53.1% | -5.9% | -47.3% | -51.9% |
| 1Y | -55.7% | -3.2% | -52.5% | -55.3% |
| 3Y | -13.3% | +13.3% | -26.6% | -21.4% |
| 5Y | +5.3% | +25.2% | -19.9% | -10.6% |
| 10Y | +104.3% | +213.3% | -109.0% | +41.2% |
| All | +104.3% | +211.9% | -107.6% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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