+898.5%
BSX vs MCD
+5,017.1%
-4,118.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +1.8% | +7.1% | -5.3% | -0.7% |
| 30D | +2.8% | +19.8% | -17.0% | -3.8% |
| 3M | -13.3% | +0.8% | -14.1% | -13.6% |
| 6M | -23.7% | -1.3% | -22.3% | -23.4% |
| YTD | -55.2% | -7.8% | -47.4% | -54.0% |
| 1Y | -56.8% | -5.0% | -51.9% | -56.2% |
| 3Y | -19.0% | +10.5% | -29.6% | -23.1% |
| 5Y | -0.9% | +22.0% | -22.9% | -9.5% |
| 10Y | +98.3% | +216.7% | -118.4% | +29.7% |
| All | +898.5% | +5,017.1% | -4,118.6% | +202.8% |
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 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