+60.7%
BMY vs MDY
+177.2%
-116.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -4.8% | -1.9% | -2.9% | -4.0% |
| 30D | -0.1% | -4.6% | +4.5% | +1.8% |
| 3M | +13.1% | -1.2% | +14.3% | +13.6% |
| 6M | +8.4% | +9.2% | -0.8% | +4.4% |
| YTD | +22.0% | +13.1% | +8.9% | +15.8% |
| 1Y | +40.3% | +13.0% | +27.3% | +33.1% |
| 3Y | +20.5% | +49.2% | -28.7% | +1.1% |
| 5Y | +23.7% | +47.2% | -23.5% | +2.4% |
| All | +60.7% | +177.2% | -116.5% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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