+512.2%
BSX vs MXL
+286.3%
+225.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.9% |
| 7D | -8.2% | +16.6% | -24.8% | -9.5% |
| 30D | -15.8% | +0.5% | -16.3% | -16.1% |
| 3M | -10.8% | -3.6% | -7.2% | -13.0% |
| 6M | -38.4% | +328.0% | -366.4% | -52.4% |
| YTD | -54.8% | +297.8% | -352.6% | -65.0% |
| 1Y | -59.0% | +339.4% | -398.5% | -69.0% |
| 3Y | -20.0% | +201.7% | -221.7% | -41.1% |
| 5Y | -3.1% | +32.8% | -35.8% | -22.9% |
| 10Y | +83.3% | +274.8% | -191.5% | +9.7% |
| All | +512.2% | +286.3% | +225.9% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling