+36.3%
BMY vs MDB
+912.7%
-876.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.8% |
| 7D | +2.1% | +6.8% | -4.8% | +1.9% |
| 30D | +7.0% | -6.2% | +13.2% | +7.1% |
| 3M | -0.9% | -29.2% | +28.4% | -0.1% |
| 6M | +14.9% | +10.3% | +4.6% | +13.9% |
| YTD | +22.8% | -20.4% | +43.2% | +22.8% |
| 1Y | +36.2% | -4.8% | +41.1% | +35.2% |
| 3Y | +45.7% | -11.6% | +57.3% | +42.9% |
| 5Y | +31.3% | -41.0% | +72.3% | +29.4% |
| All | +36.3% | +912.7% | -876.4% | -6.3% |
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