+1,016.5%
BSX vs MCD
+4,631.7%
-3,615.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.4% |
| 7D | +2.0% | -2.8% | +4.9% | +3.1% |
| 30D | +0.1% | -6.0% | +6.1% | +2.4% |
| 3M | -2.1% | -5.6% | +3.4% | -0.2% |
| 6M | -33.8% | -21.9% | -12.0% | -27.6% |
| YTD | -49.9% | -14.7% | -35.2% | -47.0% |
| 1Y | -55.4% | -17.3% | -38.2% | -52.4% |
| 3Y | -10.9% | -2.2% | -8.7% | -11.4% |
| 5Y | +6.4% | +20.3% | -13.9% | -2.3% |
| 10Y | +97.0% | +180.7% | -83.7% | +34.5% |
| All | +1,016.5% | +4,631.7% | -3,615.2% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling