+499.0%
MA vs BDX
+58.0%
+441.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.4% |
| 7D | -3.5% | -5.4% | +1.9% | -1.3% |
| 30D | +0.7% | -2.2% | +2.9% | +1.5% |
| 3M | +15.8% | +20.1% | -4.3% | +7.1% |
| 6M | +10.2% | +9.1% | +1.2% | +5.8% |
| YTD | -0.5% | +17.9% | -18.4% | -7.9% |
| 1Y | -1.8% | +22.1% | -23.9% | -10.6% |
| 3Y | +38.7% | -10.5% | +49.3% | +41.6% |
| 5Y | +67.6% | -2.6% | +70.2% | +61.7% |
| All | +499.0% | +58.0% | +441.0% | +365.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling