+7,173.7%
MCO vs BDX
+3,044.2%
+4,129.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | -7.3% | -5.4% | -1.9% | -5.4% |
| 30D | -1.7% | -2.2% | +0.5% | -0.9% |
| 3M | +3.9% | +20.1% | -16.2% | -3.0% |
| 6M | +3.8% | +9.1% | -5.2% | +0.1% |
| YTD | -7.9% | +17.9% | -25.8% | -14.2% |
| 1Y | -6.8% | +22.1% | -28.9% | -14.5% |
| 3Y | +40.9% | -10.5% | +51.5% | +42.5% |
| 5Y | +27.5% | -2.6% | +30.1% | +24.1% |
| 10Y | +381.4% | +57.5% | +323.9% | +291.4% |
| All | +7,173.7% | +3,044.2% | +4,129.6% | +2,846.8% |
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 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