+42.0%
BMY vs MP
+291.5%
-249.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.7% |
| 7D | +2.1% | +9.5% | -7.4% | +1.9% |
| 30D | +7.0% | -3.0% | +10.0% | +7.0% |
| 3M | -0.9% | -30.4% | +29.5% | -0.4% |
| 6M | +14.9% | -39.2% | +54.1% | +15.6% |
| YTD | +22.8% | -23.3% | +46.1% | +22.8% |
| 1Y | +36.2% | -32.6% | +68.9% | +36.4% |
| 3Y | +45.7% | +159.3% | -113.6% | +39.2% |
| 5Y | +31.3% | -16.4% | +47.7% | +26.7% |
| All | +42.0% | +291.5% | -249.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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