+24.3%
BMY vs MGY
+88.8%
-64.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | +3.5% | -8.3% | -4.9% |
| 30D | -0.1% | +5.3% | -5.4% | -0.4% |
| 3M | +13.1% | +2.6% | +10.5% | +12.8% |
| 6M | +8.4% | -3.3% | +11.7% | +8.3% |
| YTD | +22.0% | +29.2% | -7.3% | +19.6% |
| 1Y | +40.3% | +18.0% | +22.3% | +38.3% |
| 3Y | +20.5% | +30.0% | -9.5% | +17.6% |
| All | +24.3% | +88.8% | -64.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 5y: compounded portfolio wealth divided by compounded MGY 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…
5y analysis · Full analysis span regression · 6 months rolling