+60.1%
BMY vs MDT
+62.9%
-2.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.1% |
| 7D | +2.1% | +1.0% | +1.0% | +1.7% |
| 30D | +7.0% | +9.2% | -2.2% | +3.5% |
| 3M | -0.9% | +14.5% | -15.4% | -6.0% |
| 6M | +14.9% | +37.3% | -22.4% | +1.5% |
| YTD | +22.8% | +9.8% | +13.0% | +17.8% |
| 1Y | +36.2% | +10.5% | +25.7% | +30.2% |
| 3Y | +45.7% | +57.4% | -11.7% | +21.0% |
| 5Y | +31.3% | +1.2% | +30.1% | +27.0% |
| All | +60.1% | +62.9% | -2.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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