+81,302.1%
MU vs BDX
+6,371.9%
+74,930.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | +12.8% | +2.9% | +9.9% | +11.7% |
| 30D | -14.9% | +15.4% | -30.3% | -19.7% |
| 3M | -18.0% | +20.5% | -38.6% | -24.2% |
| 6M | -3.1% | +53.2% | -56.3% | -19.7% |
| YTD | +172.9% | +45.7% | +127.2% | +128.6% |
| 1Y | +228.8% | +47.3% | +181.6% | +174.2% |
| 3Y | +950.8% | +25.1% | +925.8% | +816.4% |
| 5Y | +931.3% | +27.4% | +903.8% | +777.4% |
| 10Y | +4,417.7% | +95.4% | +4,322.3% | +3,080.5% |
| All | +81,302.1% | +6,371.9% | +74,930.2% | +12,292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling