+2,222.5%
MKSI vs BDX
+765.9%
+1,456.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.7% |
| 7D | +2.7% | -3.2% | +5.9% | +4.1% |
| 30D | -12.8% | -2.5% | -10.2% | -12.1% |
| 3M | -22.5% | +21.4% | -43.9% | -30.1% |
| 6M | +19.4% | +10.4% | +9.0% | +12.0% |
| YTD | +67.7% | +18.8% | +48.9% | +51.9% |
| 1Y | +131.4% | +21.7% | +109.7% | +106.7% |
| 3Y | +197.3% | -10.0% | +207.3% | +198.3% |
| 5Y | +87.0% | -1.8% | +88.8% | +78.6% |
| 10Y | +522.1% | +58.8% | +463.3% | +381.9% |
| All | +2,222.5% | +765.9% | +1,456.6% | +1,022.6% |
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