+4,116.1%
BDX vs MLM
+2,961.7%
+1,154.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.7% |
| 7D | -2.5% | -2.9% | +0.4% | -2.0% |
| 30D | +8.3% | -6.8% | +15.1% | +9.5% |
| 3M | +24.4% | -11.2% | +35.6% | +26.9% |
| 6M | +9.2% | -21.8% | +31.0% | +13.7% |
| YTD | +22.7% | -17.0% | +39.7% | +26.2% |
| 1Y | +25.9% | -16.4% | +42.2% | +29.2% |
| 3Y | -10.5% | +14.5% | -24.9% | -13.6% |
| 5Y | +1.9% | +41.7% | -39.8% | -6.3% |
| 10Y | +58.7% | +200.0% | -141.3% | +22.6% |
| All | +4,116.1% | +2,961.7% | +1,154.3% | +1,954.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling