+19.4%
MCD vs BDX
-1.9%
+21.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -2.9% | -3.6% | +0.7% | -2.1% |
| 30D | -6.7% | +0.7% | -7.4% | -6.9% |
| 3M | -9.6% | +19.0% | -28.5% | -13.1% |
| 6M | -22.3% | +10.8% | -33.1% | -24.2% |
| YTD | -15.4% | +20.1% | -35.6% | -19.2% |
| 1Y | -16.8% | +23.1% | -39.9% | -21.1% |
| 3Y | -2.4% | -8.8% | +6.4% | -1.2% |
| 5Y | +19.4% | -1.4% | +20.8% | +20.1% |
| All | +19.4% | -1.9% | +21.3% | +20.1% |
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 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