+53.9%
BDX vs MLM
+204.6%
-150.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -3.0% |
| 7D | -4.3% | +1.4% | -5.7% | -4.5% |
| 30D | +1.3% | -6.5% | +7.8% | +2.5% |
| 3M | +20.2% | -7.4% | +27.7% | +21.8% |
| 6M | +8.6% | -15.8% | +24.4% | +11.6% |
| YTD | +19.0% | -17.4% | +36.4% | +22.3% |
| 1Y | +21.2% | -17.9% | +39.1% | +24.7% |
| 3Y | -9.7% | +18.9% | -28.6% | -13.3% |
| 5Y | -3.4% | +43.4% | -46.8% | -11.2% |
| 10Y | +53.9% | +206.2% | -152.3% | +22.1% |
| All | +53.9% | +204.6% | -150.7% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling