+92.1%
MA vs BDX
+24.6%
+67.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -1.8% | +2.5% | -4.3% | -2.6% |
| 30D | +11.0% | +13.6% | -2.5% | +6.5% |
| 3M | +17.9% | +18.9% | -1.1% | +11.3% |
| 6M | +33.2% | +51.8% | -18.7% | +16.1% |
| YTD | +16.5% | +43.3% | -26.9% | +3.0% |
| 1Y | +19.1% | +48.0% | -28.9% | +4.1% |
| 3Y | +70.6% | +23.7% | +46.9% | +55.9% |
| 5Y | +92.1% | +24.9% | +67.2% | +74.3% |
| All | +92.1% | +24.6% | +67.6% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling