+84.8%
BDX vs MLM
+149.0%
-64.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +7.3% | -2.9% | +10.1% | +7.8% |
| 30D | +15.7% | +10.4% | +5.3% | +13.6% |
| 3M | +19.1% | -3.7% | +22.8% | +19.7% |
| 6M | +44.1% | -10.3% | +54.4% | +46.5% |
| YTD | +42.1% | -14.8% | +56.9% | +45.2% |
| 1Y | +52.6% | -13.9% | +66.5% | +55.7% |
| 3Y | +22.6% | +18.4% | +4.2% | +17.6% |
| 5Y | +23.3% | +31.8% | -8.5% | +14.5% |
| 10Y | +84.8% | +143.4% | -58.6% | +47.8% |
| All | +84.8% | +149.0% | -64.2% | +47.8% |
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