-1.5%
MCD vs BDX
-9.6%
+8.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.6% |
| 7D | -2.0% | -4.3% | +2.3% | -1.2% |
| 30D | -6.1% | +1.3% | -7.4% | -6.4% |
| 3M | -7.3% | +20.2% | -27.5% | -10.5% |
| 6M | -20.9% | +8.6% | -29.5% | -22.3% |
| YTD | -14.7% | +19.0% | -33.6% | -17.8% |
| 1Y | -16.1% | +21.2% | -37.3% | -19.5% |
| 3Y | -1.5% | -9.7% | +8.2% | -1.0% |
| All | -1.5% | -9.6% | +8.1% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling