+113.3%
BSX vs MCD
+200.8%
-87.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +3.7% | -1.6% | +5.4% | +4.6% |
| 30D | +3.1% | +14.1% | -11.0% | -3.8% |
| 3M | -14.2% | +0.6% | -14.8% | -14.6% |
| 6M | -16.4% | 0.0% | -16.5% | -16.7% |
| YTD | -53.5% | -9.3% | -44.2% | -51.4% |
| 1Y | -57.8% | -9.3% | -48.5% | -55.9% |
| 3Y | -17.4% | +8.6% | -26.1% | -23.5% |
| 5Y | +5.4% | +21.9% | -16.5% | -9.4% |
| All | +113.3% | +200.8% | -87.5% | +30.8% |
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