+112.6%
BSX vs MPC
+1,165.7%
-1,053.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.5% | -2.6% |
| 7D | -1.0% | +9.4% | -10.4% | -3.0% |
| 30D | +2.1% | -13.4% | +15.5% | +5.0% |
| 3M | -14.0% | +18.9% | -32.9% | -18.1% |
| 6M | -18.3% | +64.9% | -83.2% | -28.2% |
| YTD | -53.6% | +156.8% | -210.5% | -63.9% |
| 1Y | -57.6% | +113.2% | -170.7% | -65.4% |
| 3Y | -14.3% | +201.8% | -216.1% | -38.1% |
| 5Y | +5.1% | +601.4% | -596.3% | -42.4% |
| All | +112.6% | +1,165.7% | -1,053.1% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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