+95.8%
BSX vs MLM
+206.1%
-110.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +2.0% | -2.9% | +5.0% | +3.0% |
| 30D | +0.1% | -6.8% | +7.0% | +2.4% |
| 3M | -2.1% | -11.2% | +9.1% | +1.3% |
| 6M | -33.8% | -21.8% | -12.0% | -28.8% |
| YTD | -49.9% | -17.0% | -32.9% | -47.5% |
| 1Y | -55.4% | -16.4% | -39.1% | -53.5% |
| 3Y | -10.9% | +14.5% | -25.3% | -18.6% |
| 5Y | +6.4% | +41.7% | -35.3% | -12.0% |
| All | +95.8% | +206.1% | -110.3% | +15.9% |
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