+443.0%
MP vs BDX
+10.1%
+432.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | -0.7% | -3.6% | +2.8% | -0.2% |
| 30D | -0.7% | +0.7% | -1.3% | -0.8% |
| 3M | 0.0% | +19.0% | -19.0% | -3.1% |
| 6M | -10.0% | +10.8% | -20.7% | -11.4% |
| YTD | +7.5% | +20.1% | -12.7% | +3.6% |
| 1Y | -14.0% | +23.1% | -37.1% | -17.8% |
| 3Y | +153.5% | -8.8% | +162.3% | +154.4% |
| 5Y | +62.7% | -1.4% | +64.1% | +61.0% |
| All | +443.0% | +10.1% | +432.9% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BDX 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling