+60.7%
BMY vs MCO
+393.6%
-332.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -4.8% | -3.8% | -1.0% | -3.8% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | +13.1% | +7.7% | +5.4% | +10.7% |
| 6M | +8.4% | +7.0% | +1.4% | +6.1% |
| YTD | +22.0% | -6.4% | +28.4% | +23.1% |
| 1Y | +40.3% | -7.6% | +47.9% | +42.0% |
| 3Y | +20.5% | +43.2% | -22.7% | +6.8% |
| 5Y | +23.7% | +29.6% | -5.8% | +10.9% |
| All | +60.7% | +393.6% | -332.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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