+27.6%
BDX vs MLM
+25.7%
+1.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +2.9% | -0.9% | +3.8% | +3.1% |
| 30D | +15.4% | +9.0% | +6.4% | +13.1% |
| 3M | +20.5% | -5.6% | +26.1% | +21.9% |
| 6M | +53.2% | -10.7% | +63.9% | +56.5% |
| YTD | +45.7% | -17.2% | +62.8% | +50.4% |
| 1Y | +47.3% | -14.2% | +61.5% | +50.8% |
| 3Y | +25.1% | +15.6% | +9.4% | +18.5% |
| All | +27.6% | +25.7% | +1.9% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling