+4,407.5%
MU vs BDX
+95.1%
+4,312.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | +12.8% | +2.9% | +9.9% | +11.9% |
| 30D | -14.9% | +15.4% | -30.3% | -19.0% |
| 3M | -18.0% | +20.5% | -38.6% | -23.3% |
| 6M | -3.1% | +53.2% | -56.3% | -18.1% |
| YTD | +172.9% | +45.7% | +127.2% | +133.2% |
| 1Y | +228.8% | +47.3% | +181.6% | +179.5% |
| 3Y | +950.8% | +25.1% | +925.8% | +835.9% |
| 5Y | +931.3% | +27.4% | +903.8% | +784.6% |
| All | +4,407.5% | +95.1% | +4,312.4% | +2,802.1% |
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