+197.3%
MKSI vs BDX
-10.0%
+207.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | +2.7% | -3.2% | +5.9% | +3.4% |
| 30D | -12.8% | -2.5% | -10.2% | -12.4% |
| 3M | -22.5% | +21.4% | -43.9% | -27.9% |
| 6M | +19.4% | +10.4% | +9.0% | +15.4% |
| YTD | +67.7% | +18.8% | +48.9% | +56.8% |
| 1Y | +131.4% | +21.7% | +109.7% | +113.7% |
| 3Y | +197.3% | -10.0% | +207.3% | +184.8% |
| All | +197.3% | -10.0% | +207.3% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling