+2.0%
MU vs BDX
+46.1%
-44.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +12.9% |
| 7D | +2.0% | +2.5% | -0.5% | +5.3% |
| 30D | -18.0% | +13.6% | -31.5% | -4.8% |
| 3M | -6.6% | +18.9% | -25.5% | +14.6% |
| 6M | +2.0% | +51.8% | -49.8% | +88.0% |
| All | +2.0% | +46.1% | -44.1% | +88.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling