+38.8%
BMY vs MDB
-8.6%
+47.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.1% |
| 7D | +1.8% | -1.0% | +2.8% | +1.7% |
| 30D | +6.2% | -14.0% | +20.2% | +5.7% |
| 3M | -2.1% | -20.3% | +18.2% | -2.7% |
| 6M | +14.3% | +10.9% | +3.4% | +14.9% |
| YTD | +21.6% | -20.9% | +42.5% | +23.0% |
| 1Y | +38.8% | -11.2% | +50.0% | +41.8% |
| All | +38.8% | -8.6% | +47.4% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling