+7,764.3%
MDT vs BDX
+5,136.8%
+2,627.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | -1.6% | -5.4% | +3.8% | +0.6% |
| 30D | +1.0% | -2.2% | +3.2% | +1.9% |
| 3M | +15.2% | +20.1% | -4.9% | +6.9% |
| 6M | +3.7% | +9.1% | -5.4% | 0.0% |
| YTD | -3.0% | +17.9% | -20.9% | -9.5% |
| 1Y | +2.5% | +22.1% | -19.6% | -5.9% |
| 3Y | +26.5% | -10.5% | +37.0% | +29.2% |
| 5Y | -18.3% | -2.6% | -15.7% | -19.8% |
| 10Y | +40.2% | +57.5% | -17.3% | +11.4% |
| All | +7,764.3% | +5,136.8% | +2,627.5% | +1,311.2% |
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