+1,118.7%
BMY vs MDY
+2,594.0%
-1,475.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.1% | +2.3% | -0.2% | +0.9% |
| 30D | +7.0% | +2.0% | +5.0% | +5.9% |
| 3M | -0.9% | -5.6% | +4.8% | +1.9% |
| 6M | +14.9% | +1.3% | +13.6% | +13.8% |
| YTD | +22.8% | +12.3% | +10.5% | +15.3% |
| 1Y | +36.2% | +15.8% | +20.5% | +26.0% |
| 3Y | +45.7% | +56.5% | -10.8% | +13.9% |
| 5Y | +31.3% | +35.1% | -3.9% | +7.9% |
| 10Y | +60.6% | +167.4% | -106.8% | -12.1% |
| All | +1,118.7% | +2,594.0% | -1,475.3% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling