+2.4%
BDX vs MULL
+2,337.2%
-2,334.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | -3.2% | -8.4% | +5.3% | -3.1% |
| 30D | -2.5% | +9.7% | -12.2% | -2.6% |
| 3M | +21.4% | -26.8% | +48.2% | +21.2% |
| 6M | +10.4% | +220.7% | -210.3% | +3.4% |
| YTD | +18.8% | +509.0% | -490.2% | +7.2% |
| 1Y | +21.7% | +1,739.5% | -1,717.8% | +2.0% |
| All | +2.4% | +2,337.2% | -2,334.8% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling