-1.2%
BSX vs MPC
+655.4%
-656.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.3% | -8.2% | -6.1% |
| 7D | -6.4% | +3.9% | -10.3% | -6.8% |
| 30D | -8.8% | +33.8% | -42.5% | -11.6% |
| 3M | -7.6% | +49.9% | -57.5% | -11.7% |
| 6M | -37.0% | +80.9% | -117.9% | -41.1% |
| YTD | -52.8% | +147.4% | -200.3% | -57.9% |
| 1Y | -58.4% | +123.2% | -181.6% | -62.4% |
| 3Y | -16.5% | +171.7% | -188.2% | -28.5% |
| 5Y | -1.2% | +678.6% | -679.7% | -36.2% |
| All | -1.2% | +655.4% | -656.6% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling