+60.7%
BMY vs MDT
+39.8%
+20.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -4.8% | -3.4% | -1.4% | -3.5% |
| 30D | -0.1% | +0.2% | -0.3% | -0.2% |
| 3M | +13.1% | +14.3% | -1.1% | +7.4% |
| 6M | +8.4% | +4.0% | +4.4% | +6.4% |
| YTD | +22.0% | -3.7% | +25.6% | +23.1% |
| 1Y | +40.3% | -0.4% | +40.6% | +39.6% |
| 3Y | +20.5% | +23.3% | -2.8% | +9.9% |
| 5Y | +23.7% | -18.9% | +42.6% | +30.6% |
| All | +60.7% | +39.8% | +20.9% | +33.7% |
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