+61.7%
BSX vs MDB
+1,017.4%
-955.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.3% |
| 7D | +2.0% | -17.4% | +19.5% | +4.1% |
| 30D | +0.1% | -2.0% | +2.2% | 0.0% |
| 3M | -2.1% | -3.0% | +0.9% | -2.4% |
| 6M | -33.8% | +48.7% | -82.5% | -37.5% |
| YTD | -49.9% | -12.1% | -37.7% | -50.1% |
| 1Y | -55.4% | +14.5% | -69.9% | -57.2% |
| 3Y | -10.9% | -6.1% | -4.7% | -16.3% |
| 5Y | +6.4% | -27.3% | +33.7% | -3.5% |
| All | +61.7% | +1,017.4% | -955.7% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling