+5,979.9%
MCD vs BDX
+5,351.6%
+628.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -2.8% | -2.5% | -0.3% | -2.2% |
| 30D | -6.0% | +8.3% | -14.3% | -7.8% |
| 3M | -5.6% | +24.4% | -30.0% | -10.6% |
| 6M | -21.9% | +9.2% | -31.0% | -23.8% |
| YTD | -14.7% | +22.7% | -37.4% | -19.3% |
| 1Y | -17.3% | +25.9% | -43.1% | -22.3% |
| 3Y | -2.2% | -10.5% | +8.3% | -1.4% |
| 5Y | +20.3% | +1.9% | +18.4% | +16.5% |
| 10Y | +180.7% | +58.7% | +122.0% | +139.0% |
| All | +5,979.9% | +5,351.6% | +628.3% | +1,706.1% |
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 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