+24.5%
BMY vs MCO
+26.6%
-2.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -6.4% | -7.3% | +1.0% | -5.1% |
| 30D | +0.2% | -1.7% | +1.9% | +0.5% |
| 3M | +16.0% | +3.9% | +12.0% | +15.1% |
| 6M | +8.3% | +3.8% | +4.5% | +7.5% |
| YTD | +22.2% | -7.9% | +30.1% | +23.4% |
| 1Y | +41.7% | -6.8% | +48.5% | +42.7% |
| 3Y | +20.7% | +40.9% | -20.2% | +14.0% |
| All | +24.5% | +26.6% | -2.1% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling