+1,749.1%
BMY vs MDT
+7,952.5%
-6,203.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | +0.4% | +3.2% | -2.9% | -0.7% |
| 30D | +5.0% | +9.5% | -4.5% | +1.8% |
| 3M | +19.4% | +16.0% | +3.4% | +13.5% |
| 6M | +9.5% | +0.2% | +9.3% | +9.1% |
| YTD | +28.1% | -0.3% | +28.3% | +27.7% |
| 1Y | +50.0% | +4.7% | +45.3% | +47.0% |
| 3Y | +24.1% | +26.5% | -2.5% | +13.5% |
| 5Y | +25.0% | -18.2% | +43.2% | +30.0% |
| 10Y | +68.7% | +40.0% | +28.6% | +43.5% |
| All | +1,749.1% | +7,952.5% | -6,203.3% | +336.9% |
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