+548.8%
BSX vs MPC
+2,982.2%
-2,433.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +2.8% | -8.8% | +11.6% | +4.9% |
| 30D | +4.6% | -14.4% | +19.0% | +8.1% |
| 3M | -11.4% | +21.9% | -33.4% | -16.5% |
| 6M | -17.1% | +60.1% | -77.2% | -27.3% |
| YTD | -53.1% | +142.3% | -195.4% | -63.5% |
| 1Y | -55.7% | +101.7% | -157.4% | -63.9% |
| 3Y | -13.3% | +184.8% | -198.1% | -37.3% |
| 5Y | +5.3% | +564.6% | -559.3% | -42.1% |
| 10Y | +104.3% | +1,098.3% | -994.0% | -15.9% |
| All | +548.8% | +2,982.2% | -2,433.5% | +78.0% |
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