-53.6%
BSX vs MXL
+276.5%
-330.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -11.1% | +16.5% | +4.4% |
| 7D | +8.0% | -24.3% | +32.3% | +5.8% |
| 30D | +8.1% | -46.1% | +54.2% | +3.7% |
| 3M | -6.7% | -21.8% | +15.2% | -7.4% |
| 6M | -19.4% | -27.2% | +7.8% | -19.3% |
| YTD | -51.9% | +226.2% | -278.1% | -47.0% |
| 1Y | -53.6% | +297.0% | -350.6% | -49.3% |
| All | -53.6% | +276.5% | -330.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling