+453.7%
MP vs BDX
+9.0%
+444.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.0% |
| 7D | +3.0% | -4.3% | +7.3% | +3.7% |
| 30D | +8.3% | +1.3% | +7.1% | +8.2% |
| 3M | -3.8% | +20.2% | -24.1% | -7.1% |
| 6M | -4.9% | +8.6% | -13.5% | -6.1% |
| YTD | +9.6% | +19.0% | -9.4% | +5.8% |
| 1Y | -11.7% | +21.2% | -32.9% | -15.3% |
| 3Y | +158.5% | -9.7% | +168.2% | +159.8% |
| 5Y | +68.9% | -3.4% | +72.3% | +67.2% |
| All | +453.7% | +9.0% | +444.7% | +451.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling