+254.1%
MP vs BDX
+29.7%
+224.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.1% |
| 7D | -10.5% | +7.1% | -17.6% | -11.4% |
| 30D | -23.5% | +17.6% | -41.1% | -25.4% |
| 3M | -25.4% | +20.4% | -45.8% | -27.5% |
| 6M | -51.3% | +48.3% | -99.5% | -54.6% |
| YTD | -29.9% | +41.6% | -71.5% | -34.2% |
| 1Y | -31.8% | +55.7% | -87.6% | -37.4% |
| 3Y | +127.0% | +10.6% | +116.4% | +121.0% |
| 5Y | -3.3% | +24.0% | -27.3% | -5.7% |
| All | +254.1% | +29.7% | +224.4% | +243.1% |
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