-3.9%
MCD vs BDX
+54.0%
-57.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +1.0% | +5.0% |
| 7D | +11.9% | +7.2% | +4.7% | +9.8% |
| 30D | +20.2% | +15.8% | +4.5% | +16.0% |
| 3M | +5.2% | +23.7% | -18.5% | +0.1% |
| 6M | 0.0% | +44.8% | -44.8% | -7.6% |
| YTD | -6.5% | +39.8% | -46.3% | -14.2% |
| 1Y | -3.9% | +52.3% | -56.3% | -15.1% |
| All | -3.9% | +54.0% | -57.9% | -15.1% |
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