+94.0%
BSX vs MLM
+185.4%
-91.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.6% |
| 7D | +1.8% | -4.1% | +6.0% | +3.3% |
| 30D | +2.8% | +8.2% | -5.4% | +0.2% |
| 3M | -13.3% | -3.6% | -9.7% | -12.3% |
| 6M | -23.7% | -15.6% | -8.1% | -19.9% |
| YTD | -55.2% | -16.4% | -38.7% | -53.2% |
| 1Y | -56.8% | -14.3% | -42.5% | -55.3% |
| 3Y | -19.0% | +19.3% | -38.4% | -27.0% |
| 5Y | -0.9% | +29.6% | -30.5% | -15.3% |
| All | +94.0% | +185.4% | -91.4% | +21.0% |
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