+91.2%
BSX vs MCD
+178.8%
-87.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -7.0% | -2.9% | -4.2% | -5.6% |
| 30D | -10.9% | -6.7% | -4.2% | -7.7% |
| 3M | -8.2% | -9.6% | +1.4% | -3.4% |
| 6M | -37.5% | -22.3% | -15.2% | -28.8% |
| YTD | -52.8% | -15.4% | -37.4% | -48.8% |
| 1Y | -58.4% | -16.8% | -41.6% | -54.5% |
| 3Y | -16.5% | -2.4% | -14.1% | -18.0% |
| 5Y | -1.0% | +19.4% | -20.3% | -14.1% |
| 10Y | +91.2% | +181.3% | -90.1% | +27.3% |
| All | +91.2% | +178.8% | -87.6% | +27.3% |
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