+107.9%
BSX vs MLM
+142.4%
-34.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.7% |
| 7D | +2.8% | -2.9% | +5.6% | +3.8% |
| 30D | +4.6% | +10.4% | -5.8% | +1.2% |
| 3M | -11.4% | -3.7% | -7.7% | -10.4% |
| 6M | -17.1% | -10.3% | -6.9% | -14.7% |
| YTD | -53.1% | -14.8% | -38.3% | -51.3% |
| 1Y | -55.7% | -13.9% | -41.8% | -54.2% |
| 3Y | -13.3% | +18.4% | -31.7% | -21.8% |
| 5Y | +5.3% | +31.8% | -26.5% | -10.8% |
| All | +107.9% | +142.4% | -34.5% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling