+52.3%
BDX vs MULL
+444.9%
-392.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -13.8% | +19.3% | +5.1% |
| 7D | +7.2% | -35.9% | +43.1% | +5.8% |
| 30D | +15.8% | -47.3% | +63.1% | +13.8% |
| 3M | +23.7% | -30.6% | +54.3% | +22.9% |
| 6M | +44.8% | +13.7% | +31.1% | +44.1% |
| YTD | +39.8% | +272.1% | -232.3% | +36.9% |
| 1Y | +52.3% | +475.1% | -422.7% | +50.8% |
| All | +52.3% | +444.9% | -392.5% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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