-19.0%
BSX vs MPC
+160.2%
-179.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.2% |
| 7D | +1.8% | -16.2% | +18.0% | +2.2% |
| 30D | +2.8% | -15.7% | +18.5% | +3.1% |
| 3M | -13.3% | +24.9% | -38.2% | -14.9% |
| 6M | -23.7% | +52.7% | -76.3% | -26.0% |
| YTD | -55.2% | +131.9% | -187.0% | -58.3% |
| 1Y | -56.8% | +96.6% | -153.5% | -59.0% |
| 3Y | -19.0% | +163.8% | -182.8% | -27.2% |
| All | -19.0% | +160.2% | -179.2% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling