+593.8%
BSX vs MPC
+2,977.1%
-2,383.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.0% | +5.4% | -3.4% | +0.7% |
| 30D | +0.1% | +31.0% | -30.8% | -6.5% |
| 3M | -2.1% | +46.0% | -48.2% | -11.3% |
| 6M | -33.8% | +77.3% | -111.1% | -43.2% |
| YTD | -49.9% | +141.9% | -191.8% | -60.6% |
| 1Y | -55.4% | +120.9% | -176.4% | -64.3% |
| 3Y | -10.9% | +182.7% | -193.5% | -35.0% |
| 5Y | +6.4% | +646.4% | -640.0% | -43.0% |
| 10Y | +97.0% | +1,138.7% | -1,041.7% | -19.1% |
| All | +593.8% | +2,977.1% | -2,383.3% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling