-2.2%
MA vs BDX
+27.3%
-29.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -2.7% | -2.5% | -0.2% | -2.0% |
| 30D | +1.5% | +8.3% | -6.7% | -0.8% |
| 3M | +20.4% | +24.4% | -4.0% | +12.9% |
| 6M | +11.1% | +9.2% | +2.0% | +8.7% |
| YTD | +2.0% | +22.7% | -20.8% | -4.8% |
| 1Y | -2.2% | +25.9% | -28.0% | -9.6% |
| All | -2.2% | +27.3% | -29.4% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling