+34.9%
BMY vs MDB
+906.0%
-871.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | +1.8% | -1.0% | +2.8% | +1.8% |
| 30D | +6.2% | -14.0% | +20.2% | +6.6% |
| 3M | -2.1% | -20.3% | +18.2% | -1.8% |
| 6M | +14.3% | +10.9% | +3.4% | +13.2% |
| YTD | +21.6% | -20.9% | +42.5% | +21.6% |
| 1Y | +38.8% | -11.2% | +50.0% | +38.0% |
| 3Y | +42.9% | -11.9% | +54.8% | +40.2% |
| 5Y | +30.1% | -40.2% | +70.2% | +28.0% |
| All | +34.9% | +906.0% | -871.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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