+88.0%
BDX vs MLM
+167.5%
-79.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.1% |
| 7D | +8.4% | -3.8% | +12.2% | +9.1% |
| 30D | +17.1% | +11.0% | +6.1% | +14.9% |
| 3M | +22.4% | -3.1% | +25.5% | +23.0% |
| 6M | +45.9% | -9.8% | +55.7% | +48.2% |
| YTD | +43.8% | -14.4% | +58.2% | +46.9% |
| 1Y | +57.8% | -12.6% | +70.4% | +60.6% |
| 3Y | +25.4% | +19.7% | +5.6% | +20.1% |
| 5Y | +26.0% | +29.8% | -3.8% | +17.3% |
| 10Y | +88.0% | +153.5% | -65.6% | +50.4% |
| All | +88.0% | +167.5% | -79.5% | +50.4% |
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