+1,673.5%
BMY vs MDT
+8,767.7%
-7,094.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.2% |
| 7D | +2.1% | +1.0% | +1.0% | +1.7% |
| 30D | +7.0% | +9.2% | -2.2% | +3.9% |
| 3M | -0.9% | +14.5% | -15.4% | -5.3% |
| 6M | +14.9% | +37.3% | -22.4% | +3.2% |
| YTD | +22.8% | +9.8% | +13.0% | +18.5% |
| 1Y | +36.2% | +10.5% | +25.7% | +31.1% |
| 3Y | +45.7% | +57.4% | -11.7% | +24.0% |
| 5Y | +31.3% | +1.2% | +30.1% | +27.2% |
| 10Y | +60.6% | +63.2% | -2.7% | +29.9% |
| All | +1,673.5% | +8,767.7% | -7,094.2% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling