+42.0%
BMY vs MDB
-12.1%
+54.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | 0.0% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | +5.1% | -15.2% | +20.3% | +5.0% |
| 3M | -3.0% | -17.9% | +14.9% | -3.1% |
| 6M | +13.1% | +9.3% | +3.7% | +12.9% |
| YTD | +20.3% | -22.0% | +42.3% | +20.6% |
| 1Y | +39.0% | -9.3% | +48.3% | +39.2% |
| 3Y | +42.0% | -10.4% | +52.4% | +40.2% |
| All | +42.0% | -12.1% | +54.1% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling