+538.9%
BSX vs MPC
+2,984.8%
-2,445.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +1.9% |
| 7D | -0.7% | -9.4% | +8.7% | +1.5% |
| 30D | +3.0% | -14.3% | +17.3% | +6.4% |
| 3M | -10.7% | +31.1% | -41.8% | -17.3% |
| 6M | -18.4% | +60.3% | -78.6% | -28.4% |
| YTD | -53.8% | +142.5% | -196.4% | -64.0% |
| 1Y | -56.0% | +104.6% | -160.6% | -64.2% |
| 3Y | -14.4% | +191.7% | -206.1% | -38.5% |
| 5Y | +2.9% | +549.2% | -546.3% | -43.0% |
| 10Y | +101.6% | +1,106.2% | -1,004.7% | -17.2% |
| All | +538.9% | +2,984.8% | -2,445.9% | +75.2% |
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 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