+49.9%
BSX vs MDB
+912.7%
-862.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | +3.7% | +6.8% | -3.1% | +3.0% |
| 30D | +3.1% | -6.2% | +9.3% | +3.5% |
| 3M | -14.2% | -29.2% | +15.0% | -11.6% |
| 6M | -16.4% | +10.3% | -26.7% | -18.8% |
| YTD | -53.5% | -20.4% | -33.1% | -53.5% |
| 1Y | -57.8% | -4.8% | -52.9% | -58.8% |
| 3Y | -17.4% | -11.6% | -5.9% | -22.3% |
| 5Y | +5.4% | -41.0% | +46.4% | -2.0% |
| All | +49.9% | +912.7% | -862.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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