-21.2%
BSX vs MXL
+222.8%
-244.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.2% |
| 7D | -10.1% | +18.9% | -28.9% | -9.9% |
| 30D | -16.4% | +0.3% | -16.7% | -16.4% |
| 3M | -8.9% | -8.0% | -0.8% | -9.0% |
| 6M | -38.3% | +341.2% | -379.5% | -41.8% |
| YTD | -54.9% | +327.8% | -382.7% | -57.5% |
| 1Y | -58.8% | +364.9% | -423.7% | -61.6% |
| 3Y | -21.2% | +229.2% | -250.5% | -28.4% |
| All | -21.2% | +222.8% | -244.0% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling