+13,624.1%
MA vs BDX
+447.7%
+13,176.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | +0.1% |
| 7D | -1.8% | -4.3% | +2.5% | +0.5% |
| 30D | +1.4% | +1.3% | +0.1% | +0.6% |
| 3M | +17.7% | +20.2% | -2.5% | +6.4% |
| 6M | +9.7% | +8.6% | +1.1% | +4.1% |
| YTD | +0.5% | +19.0% | -18.5% | -9.5% |
| 1Y | -2.1% | +21.2% | -23.2% | -12.9% |
| 3Y | +40.1% | -9.7% | +49.8% | +41.5% |
| 5Y | +67.5% | -3.4% | +70.9% | +59.6% |
| 10Y | +505.6% | +53.9% | +451.7% | +300.7% |
| All | +13,624.1% | +447.7% | +13,176.5% | +3,989.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling