+10.6%
BDX vs MLM
+18.7%
-8.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.3% |
| 7D | +7.1% | -4.1% | +11.2% | +8.1% |
| 30D | +17.6% | +8.2% | +9.4% | +15.3% |
| 3M | +20.4% | -3.6% | +23.9% | +21.1% |
| 6M | +48.3% | -15.6% | +63.8% | +53.4% |
| YTD | +41.6% | -16.4% | +58.0% | +45.3% |
| 1Y | +55.7% | -14.3% | +70.1% | +58.8% |
| 3Y | +10.6% | +19.3% | -8.7% | +0.5% |
| All | +10.6% | +18.7% | -8.1% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling