+4,764.0%
BDX vs MLM
+2,981.8%
+1,782.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.5% |
| 7D | +7.1% | -4.1% | +11.2% | +7.8% |
| 30D | +17.6% | +8.2% | +9.4% | +15.9% |
| 3M | +20.4% | -3.6% | +23.9% | +21.0% |
| 6M | +48.3% | -15.6% | +63.8% | +52.3% |
| YTD | +41.6% | -16.4% | +58.0% | +45.3% |
| 1Y | +55.7% | -14.3% | +70.1% | +59.1% |
| 3Y | +10.6% | +19.3% | -8.7% | +6.0% |
| 5Y | +24.0% | +29.6% | -5.6% | +15.8% |
| 10Y | +84.8% | +189.9% | -105.1% | +43.6% |
| All | +4,764.0% | +2,981.8% | +1,782.1% | +2,266.1% |
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