+1,014.6%
MU vs BDX
+24.6%
+990.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.8% |
| 7D | +2.0% | +2.5% | -0.5% | +1.8% |
| 30D | -18.0% | +13.6% | -31.5% | -19.1% |
| 3M | -6.6% | +18.9% | -25.5% | -8.5% |
| 6M | +2.0% | +51.8% | -49.8% | -5.1% |
| YTD | +184.5% | +43.3% | +141.1% | +168.0% |
| 1Y | +236.9% | +48.0% | +188.9% | +214.0% |
| 3Y | +987.0% | +23.7% | +963.3% | +945.9% |
| 5Y | +1,014.6% | +24.9% | +989.7% | +983.5% |
| All | +1,014.6% | +24.6% | +990.1% | +983.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling