+2.5%
BDX vs MULL
+2,481.0%
-2,478.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | 0.0% | -3.0% |
| 7D | -4.3% | +14.0% | -18.3% | -4.3% |
| 30D | +1.3% | +24.8% | -23.5% | +1.2% |
| 3M | +20.2% | -16.1% | +36.4% | +19.8% |
| 6M | +8.6% | +330.9% | -322.3% | +0.6% |
| YTD | +19.0% | +545.0% | -526.0% | +7.3% |
| 1Y | +21.2% | +2,427.1% | -2,406.0% | 0.0% |
| All | +2.5% | +2,481.0% | -2,478.6% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling