+59.1%
BMY vs MGY
+209.8%
-150.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -6.4% | +1.8% | -8.2% | -6.5% |
| 30D | +0.2% | +6.5% | -6.3% | -0.3% |
| 3M | +16.0% | +0.3% | +15.6% | +15.8% |
| 6M | +8.3% | -2.4% | +10.7% | +8.2% |
| YTD | +22.2% | +29.0% | -6.8% | +19.1% |
| 1Y | +41.7% | +17.0% | +24.7% | +39.1% |
| 3Y | +20.7% | +26.2% | -5.4% | +16.9% |
| 5Y | +23.9% | +92.3% | -68.4% | +13.4% |
| All | +59.1% | +209.8% | -150.7% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling