+9.3%
MCO vs BDX
+54.0%
-44.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.7% | +3.5% |
| 7D | +10.7% | +7.2% | +3.5% | +8.9% |
| 30D | +17.9% | +15.8% | +2.1% | +14.3% |
| 3M | +9.5% | +23.7% | -14.2% | +5.1% |
| 6M | +18.1% | +44.8% | -26.8% | +11.2% |
| YTD | +4.1% | +39.8% | -35.7% | -3.3% |
| 1Y | +9.3% | +52.3% | -43.0% | -0.8% |
| All | +9.3% | +54.0% | -44.7% | -0.8% |
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